+2,129.1%
ACGL vs EFV
+240.5%
+1,888.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.1% |
| 7D | +0.9% | -0.7% | +1.5% | +1.3% |
| 30D | +13.7% | +0.9% | +12.8% | +13.1% |
| 3M | +8.0% | -3.6% | +11.6% | +10.3% |
| 6M | +13.3% | +2.5% | +10.8% | +11.1% |
| YTD | +11.8% | +13.2% | -1.4% | +2.7% |
| 1Y | +22.2% | +20.3% | +1.9% | +8.0% |
| 3Y | +32.5% | +84.9% | -52.4% | -11.1% |
| 5Y | +160.2% | +87.7% | +72.5% | +72.2% |
| 10Y | +338.5% | +160.7% | +177.8% | +143.9% |
| All | +2,129.1% | +240.5% | +1,888.6% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling