+1,113.9%
TER vs ACGL
+5,005.0%
-3,891.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.1% | -15.2% |
| 7D | -28.2% | +6.4% | -34.6% | -29.8% |
| 30D | -50.6% | +16.6% | -67.2% | -53.4% |
| 3M | -45.3% | +11.6% | -56.9% | -47.9% |
| 6M | -40.4% | +17.5% | -57.8% | -45.0% |
| YTD | +10.0% | +15.3% | -5.2% | +1.9% |
| 1Y | +13.6% | +26.3% | -12.7% | +1.7% |
| 3Y | +145.2% | +35.9% | +109.3% | +107.9% |
| 5Y | +50.4% | +168.2% | -117.8% | -2.8% |
| 10Y | +882.9% | +352.0% | +530.9% | +413.6% |
| All | +1,113.9% | +5,005.0% | -3,891.1% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling