+266.9%
ACGL vs EFV
+163.3%
+103.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | -2.9% | +1.0% | -3.9% | -3.7% |
| 30D | -2.8% | +0.2% | -3.0% | -3.0% |
| 3M | +6.8% | +9.6% | -2.8% | -1.7% |
| 6M | -1.5% | +14.0% | -15.6% | -13.0% |
| YTD | -0.2% | +18.5% | -18.7% | -15.3% |
| 1Y | +5.3% | +27.9% | -22.6% | -16.8% |
| 3Y | +30.3% | +92.4% | -62.2% | -31.3% |
| 5Y | +151.8% | +97.2% | +54.7% | +28.3% |
| 10Y | +266.9% | +163.0% | +103.8% | +37.3% |
| All | +266.9% | +163.3% | +103.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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