+379.9%
EAT vs ACGL
+173.3%
+206.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -4.0% | +2.2% | -6.2% | -4.7% |
| 30D | -2.9% | +12.3% | -15.2% | -6.6% |
| 3M | -16.9% | +11.8% | -28.7% | -20.0% |
| 6M | +57.0% | +17.5% | +39.5% | +48.2% |
| YTD | +38.2% | +14.3% | +23.9% | +30.7% |
| 1Y | +69.3% | +18.2% | +51.1% | +58.0% |
| 3Y | +483.0% | +33.2% | +449.8% | +402.6% |
| All | +379.9% | +173.3% | +206.6% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling