+146.1%
EFA vs ACGL
+322.9%
-176.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +0.5% | +12.8% | -12.3% | -3.2% |
| 3M | -4.1% | +12.3% | -16.4% | -7.7% |
| 6M | +2.4% | +15.8% | -13.4% | -2.8% |
| YTD | +10.0% | +13.9% | -3.9% | +4.6% |
| 1Y | +11.4% | +19.0% | -7.6% | +4.4% |
| 3Y | +65.4% | +33.7% | +31.7% | +45.7% |
| 5Y | +49.6% | +173.4% | -123.8% | -1.6% |
| All | +146.1% | +322.9% | -176.8% | +39.0% |
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