+1,674.5%
ED vs ACGL
+5,005.0%
-3,330.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +5.2% | +6.4% | -1.2% | +4.0% |
| 30D | +15.5% | +16.6% | -1.1% | +12.5% |
| 3M | +13.0% | +11.6% | +1.4% | +10.9% |
| 6M | +13.1% | +17.5% | -4.3% | +9.9% |
| YTD | +25.3% | +15.3% | +10.0% | +22.0% |
| 1Y | +30.5% | +26.3% | +4.3% | +25.2% |
| 3Y | +49.3% | +35.9% | +13.4% | +40.5% |
| 5Y | +84.6% | +168.2% | -83.6% | +53.5% |
| 10Y | +135.4% | +352.0% | -216.5% | +77.7% |
| All | +1,674.5% | +5,005.0% | -3,330.5% | +990.4% |
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