+33.1%
V vs ACGL
+13.9%
+19.2%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.5% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +13.6% | +13.7% | -0.1% | +6.9% |
| 3M | +14.3% | +8.0% | +6.2% | +10.2% |
| 6M | +33.1% | +13.3% | +19.8% | +24.7% |
| All | +33.1% | +13.9% | +19.2% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling