-53.3%
W vs ACGL
+173.1%
-226.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -3.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +6.4% | +14.2% | -7.8% | +4.1% |
| 3M | +9.0% | +11.1% | -2.1% | +7.0% |
| 6M | +69.8% | +16.4% | +53.5% | +64.9% |
| YTD | +12.1% | +13.8% | -1.7% | +8.6% |
| 1Y | 0.0% | +21.6% | -21.5% | -4.7% |
| 3Y | +160.3% | +33.5% | +126.8% | +135.1% |
| 5Y | -53.3% | +174.8% | -228.1% | -73.6% |
| All | -53.3% | +173.1% | -226.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling