+197.7%
ECL vs ACGL
+332.3%
-134.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | +8.8% | +13.1% | -4.3% | +2.7% |
| 3M | +7.8% | +9.8% | -1.9% | +3.1% |
| 6M | +21.3% | +15.3% | +6.0% | +12.9% |
| YTD | +17.8% | +12.7% | +5.1% | +10.5% |
| 1Y | +21.1% | +20.7% | +0.4% | +9.9% |
| 3Y | +80.1% | +34.3% | +45.8% | +50.2% |
| 5Y | +40.5% | +170.6% | -130.1% | -21.8% |
| 10Y | +197.7% | +330.6% | -132.8% | +27.2% |
| All | +197.7% | +332.3% | -134.6% | +27.2% |
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