+15.8%
TROW vs ACGL
+29.4%
-13.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | -4.0% | -2.8% | -1.2% | -3.5% |
| 3M | +5.0% | +6.8% | -1.8% | +3.6% |
| 6M | +24.3% | -1.5% | +25.9% | +24.4% |
| YTD | +9.8% | -0.2% | +10.0% | +9.3% |
| 1Y | +6.4% | +5.3% | +1.2% | +4.7% |
| 3Y | +15.8% | +30.3% | -14.5% | +9.6% |
| All | +15.8% | +29.4% | -13.6% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling