+314.0%
EAT vs ACGL
+329.3%
-15.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.7% |
| 7D | -5.9% | +1.3% | -7.2% | -6.6% |
| 30D | +0.7% | +14.2% | -13.5% | -7.3% |
| 3M | -14.2% | +11.1% | -25.3% | -19.8% |
| 6M | +40.7% | +16.4% | +24.4% | +27.1% |
| YTD | +36.0% | +13.8% | +22.2% | +22.8% |
| 1Y | +83.1% | +21.6% | +61.5% | +58.5% |
| 3Y | +474.8% | +33.5% | +441.3% | +341.5% |
| 5Y | +347.6% | +174.8% | +172.7% | +88.2% |
| All | +314.0% | +329.3% | -15.3% | +46.4% |
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