-26.3%
U vs ACGL
+277.9%
-304.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | +24.4% | +1.3% | +23.1% | +24.2% |
| 30D | +7.4% | +14.2% | -6.8% | +6.4% |
| 3M | +16.8% | +11.1% | +5.7% | +15.9% |
| 6M | +78.8% | +16.4% | +62.4% | +76.6% |
| YTD | +14.0% | +13.8% | +0.2% | +12.4% |
| 1Y | +16.7% | +21.6% | -4.8% | +14.0% |
| 3Y | +86.4% | +33.5% | +52.8% | +79.7% |
| 5Y | -71.5% | +174.8% | -246.3% | -75.3% |
| All | -26.3% | +277.9% | -304.3% | -32.0% |
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