+196.2%
W vs ACGL
+521.8%
-325.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | +7.0% | +13.7% | -6.8% | +1.6% |
| 3M | +7.4% | +8.0% | -0.7% | +3.9% |
| 6M | +69.3% | +13.3% | +56.0% | +59.8% |
| YTD | +11.3% | +11.8% | -0.6% | +4.4% |
| 1Y | +13.2% | +22.2% | -9.0% | +2.2% |
| 3Y | +142.0% | +32.5% | +109.5% | +101.4% |
| 5Y | -54.6% | +160.2% | -214.8% | -74.4% |
| 10Y | +243.7% | +338.5% | -94.8% | +38.3% |
| All | +196.2% | +521.8% | -325.6% | -19.3% |
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