+131.2%
TLT vs ACGL
+3,299.8%
-3,168.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | 0.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.7% |
| 3M | -2.7% | +11.0% | -13.8% | -1.4% |
| 6M | -5.6% | -0.3% | -5.3% | -5.6% |
| YTD | -2.8% | +2.3% | -5.1% | -2.3% |
| 1Y | -1.4% | +6.4% | -7.8% | -0.4% |
| 3Y | -1.6% | +34.0% | -35.5% | +3.4% |
| 5Y | -33.8% | +161.6% | -195.5% | -22.8% |
| 10Y | -21.1% | +278.6% | -299.7% | +0.7% |
| All | +131.2% | +3,299.8% | -3,168.6% | +262.3% |
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