+5,784.6%
ECL vs ACGL
+4,429.2%
+1,355.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -2.2% | -1.0% | -1.2% | -1.9% |
| 3M | +10.1% | +11.0% | -0.9% | +6.9% |
| 6M | -5.7% | -0.3% | -5.4% | -5.8% |
| YTD | +7.0% | +2.3% | +4.7% | +6.0% |
| 1Y | +2.7% | +6.4% | -3.7% | +0.6% |
| 3Y | +57.7% | +34.0% | +23.8% | +43.4% |
| 5Y | +31.1% | +161.6% | -130.5% | -0.9% |
| 10Y | +150.9% | +278.6% | -127.7% | +72.4% |
| All | +5,784.6% | +4,429.2% | +1,355.3% | +2,862.5% |
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