+196.8%
ECL vs ACGL
+337.7%
-140.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.3% |
| 7D | -0.8% | +0.9% | -1.6% | -1.1% |
| 30D | +8.1% | +13.7% | -5.6% | +1.8% |
| 3M | +6.4% | +8.0% | -1.7% | +2.4% |
| 6M | +14.8% | +13.3% | +1.5% | +7.7% |
| YTD | +15.5% | +11.8% | +3.6% | +8.7% |
| 1Y | +20.1% | +22.2% | -2.1% | +8.3% |
| 3Y | +77.8% | +32.5% | +45.3% | +49.2% |
| 5Y | +37.9% | +160.2% | -122.3% | -21.7% |
| All | +196.8% | +337.7% | -140.9% | +27.1% |
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