+38.9%
ECL vs ACGL
+173.3%
-134.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.9% | +2.2% | +0.7% | +2.1% |
| 30D | +7.5% | +12.3% | -4.8% | +3.2% |
| 3M | +12.2% | +11.8% | +0.4% | +7.8% |
| 6M | +24.6% | +17.5% | +7.1% | +17.2% |
| YTD | +18.8% | +14.3% | +4.5% | +12.7% |
| 1Y | +19.3% | +18.2% | +1.2% | +11.9% |
| 3Y | +78.2% | +33.2% | +45.1% | +55.8% |
| All | +38.9% | +173.3% | -134.4% | -21.3% |
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