+484.0%
V vs ACGL
+324.4%
+159.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.9% | +2.2% | -1.2% | -0.1% |
| 30D | +9.0% | +12.3% | -3.3% | +3.4% |
| 3M | +16.7% | +11.8% | +4.9% | +10.9% |
| 6M | +33.4% | +17.5% | +16.0% | +23.7% |
| YTD | +22.4% | +14.3% | +8.1% | +14.4% |
| 1Y | +27.7% | +18.2% | +9.5% | +17.5% |
| 3Y | +78.0% | +33.2% | +44.8% | +51.4% |
| 5Y | +108.5% | +174.3% | -65.8% | +19.8% |
| All | +484.0% | +324.4% | +159.6% | +179.8% |
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