+1,938.4%
ACGL vs EFV
+258.8%
+1,679.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.7% | +1.5% | -2.2% | -1.6% |
| 30D | -1.0% | +1.7% | -2.7% | -2.0% |
| 3M | +11.0% | +8.6% | +2.4% | +5.3% |
| 6M | -0.3% | +11.7% | -12.0% | -7.3% |
| YTD | +2.3% | +19.3% | -17.0% | -9.0% |
| 1Y | +6.4% | +30.2% | -23.8% | -10.4% |
| 3Y | +34.0% | +91.6% | -57.6% | -11.9% |
| 5Y | +161.6% | +96.4% | +65.3% | +68.7% |
| 10Y | +278.6% | +166.5% | +112.1% | +107.2% |
| All | +1,938.4% | +258.8% | +1,679.6% | +780.9% |
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