+325.9%
EAT vs ACGL
+329.5%
-3.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -8.9% | -1.4% | -7.6% | -8.2% |
| 30D | +3.4% | +12.4% | -9.0% | -3.8% |
| 3M | -9.3% | +11.1% | -20.4% | -15.2% |
| 6M | +43.8% | +16.3% | +27.4% | +29.9% |
| YTD | +39.9% | +13.8% | +26.0% | +26.3% |
| 1Y | +89.7% | +20.4% | +69.3% | +65.2% |
| 3Y | +491.3% | +33.6% | +457.7% | +354.1% |
| 5Y | +365.4% | +176.8% | +188.6% | +94.6% |
| 10Y | +325.9% | +324.6% | +1.3% | +50.6% |
| All | +325.9% | +329.5% | -3.6% | +50.6% |
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