+2,926.4%
V vs ACGL
+1,282.7%
+1,643.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +2.0% | -1.0% | +3.0% | +2.5% |
| 3M | +17.4% | +11.0% | +6.3% | +10.9% |
| 6M | +17.5% | -0.3% | +17.8% | +17.0% |
| YTD | +7.6% | +2.3% | +5.3% | +5.5% |
| 1Y | +7.7% | +6.4% | +1.3% | +3.2% |
| 3Y | +54.7% | +34.0% | +20.7% | +27.1% |
| 5Y | +73.0% | +161.6% | -88.6% | -5.5% |
| 10Y | +390.9% | +278.6% | +112.3% | +98.8% |
| All | +2,926.4% | +1,282.7% | +1,643.7% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling