+489.9%
EAT vs ACGL
+31.5%
+458.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | +11.5% | +13.7% | -2.3% | +9.4% |
| 3M | -9.1% | +8.0% | -17.2% | -10.2% |
| 6M | +40.4% | +13.3% | +27.1% | +37.9% |
| YTD | +43.9% | +11.8% | +32.1% | +40.9% |
| 1Y | +101.9% | +22.2% | +79.7% | +93.8% |
| 3Y | +489.9% | +32.5% | +457.4% | +483.9% |
| All | +489.9% | +31.5% | +458.4% | +483.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling