+131.7%
TROW vs ACGL
+270.1%
-138.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -1.5% | -2.1% | +0.6% | -0.5% |
| 30D | -5.3% | -2.2% | -3.1% | -4.4% |
| 3M | +2.9% | +6.3% | -3.4% | -0.3% |
| 6M | +22.2% | +0.5% | +21.7% | +21.1% |
| YTD | +8.1% | +0.2% | +7.9% | +6.8% |
| 1Y | +5.8% | +7.3% | -1.5% | +0.9% |
| 3Y | +14.0% | +30.8% | -16.8% | -5.0% |
| 5Y | -38.3% | +155.8% | -194.0% | -65.9% |
| 10Y | +131.7% | +276.3% | -144.7% | -1.2% |
| All | +131.7% | +270.1% | -138.5% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling