+4,482.2%
EAT vs ACGL
+5,005.0%
-522.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -3.3% | +6.4% | -9.7% | -5.5% |
| 30D | +11.7% | +16.6% | -4.9% | +5.6% |
| 3M | -5.9% | +11.6% | -17.5% | -9.6% |
| 6M | +46.7% | +17.5% | +29.3% | +37.9% |
| YTD | +48.2% | +15.3% | +32.9% | +39.2% |
| 1Y | +105.4% | +26.3% | +79.1% | +86.6% |
| 3Y | +502.8% | +35.9% | +466.9% | +421.7% |
| 5Y | +376.3% | +168.2% | +208.1% | +215.8% |
| 10Y | +400.0% | +352.0% | +48.0% | +189.1% |
| All | +4,482.2% | +5,005.0% | -522.8% | +1,534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling