+142.4%
EFA vs ACGL
+263.8%
-121.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.1% |
| 30D | -0.7% | -2.8% | +2.1% | +0.1% |
| 3M | +6.4% | +6.8% | -0.4% | +3.8% |
| 6M | +11.4% | -1.5% | +12.9% | +11.3% |
| YTD | +14.0% | -0.2% | +14.2% | +13.1% |
| 1Y | +20.2% | +5.3% | +14.9% | +16.9% |
| 3Y | +68.2% | +30.3% | +37.9% | +48.3% |
| 5Y | +54.8% | +151.8% | -97.0% | +4.2% |
| 10Y | +142.4% | +266.9% | -124.5% | +42.8% |
| All | +142.4% | +263.8% | -121.4% | +42.8% |
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