+110.8%
EAT vs ACGL
+28.7%
+82.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +6.2% |
| 7D | -0.1% | +8.0% | -8.1% | -0.1% |
| 30D | +13.5% | +17.3% | -3.8% | +14.0% |
| 3M | +1.0% | +11.2% | -10.2% | +1.1% |
| 6M | +57.3% | +18.2% | +39.1% | +60.3% |
| YTD | +53.6% | +15.4% | +38.2% | +53.9% |
| 1Y | +110.8% | +26.5% | +84.3% | +95.7% |
| All | +110.8% | +28.7% | +82.1% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling