+387.5%
EAT vs ACGL
+270.2%
+117.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.6% |
| 7D | 0.0% | -0.7% | +0.8% | +0.4% |
| 30D | +1.9% | -1.0% | +2.9% | +2.4% |
| 3M | +68.7% | +11.0% | +57.6% | +57.3% |
| 6M | +66.9% | -0.3% | +67.2% | +65.0% |
| YTD | +60.4% | +2.3% | +58.1% | +55.0% |
| 1Y | +44.0% | +6.4% | +37.6% | +35.1% |
| 3Y | +604.7% | +34.0% | +570.7% | +432.4% |
| 5Y | +347.0% | +161.6% | +185.4% | +91.9% |
| All | +387.5% | +270.2% | +117.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling