+23.7%
ED vs ACGL
+21.3%
+2.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.4% |
| 30D | +11.2% | +12.4% | -1.2% | +7.0% |
| 3M | +11.8% | +11.1% | +0.7% | +7.9% |
| 6M | +14.1% | +16.3% | -2.3% | +8.3% |
| YTD | +23.0% | +13.8% | +9.1% | +17.6% |
| 1Y | +23.7% | +20.4% | +3.2% | +14.9% |
| All | +23.7% | +21.3% | +2.4% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling