+4,860.6%
EAT vs ACGL
+4,429.2%
+431.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | 0.0% | -0.7% | +0.8% | +0.3% |
| 30D | +1.9% | -1.0% | +2.9% | +2.2% |
| 3M | +68.7% | +11.0% | +57.6% | +62.0% |
| 6M | +66.9% | -0.3% | +67.2% | +66.0% |
| YTD | +60.4% | +2.3% | +58.1% | +57.5% |
| 1Y | +44.0% | +6.4% | +37.6% | +39.1% |
| 3Y | +604.7% | +34.0% | +570.7% | +511.7% |
| 5Y | +347.0% | +161.6% | +185.4% | +198.4% |
| 10Y | +390.8% | +278.6% | +112.2% | +200.7% |
| All | +4,860.6% | +4,429.2% | +431.3% | +1,748.6% |
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 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