+444.2%
V vs ACGL
+332.3%
+111.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +9.5% | +13.1% | -3.6% | +3.5% |
| 3M | +16.7% | +9.8% | +6.9% | +11.8% |
| 6M | +32.9% | +15.3% | +17.7% | +24.3% |
| YTD | +21.1% | +12.7% | +8.4% | +13.9% |
| 1Y | +26.6% | +20.7% | +5.9% | +15.4% |
| 3Y | +78.4% | +34.3% | +44.1% | +51.1% |
| 5Y | +105.5% | +170.6% | -65.1% | +18.9% |
| 10Y | +444.2% | +330.6% | +113.7% | +163.1% |
| All | +444.2% | +332.3% | +111.9% | +163.1% |
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