+20.2%
EFA vs ACGL
+2.4%
+17.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.0% |
| 30D | -0.7% | -2.8% | +2.1% | -0.9% |
| 3M | +6.4% | +6.8% | -0.4% | +6.4% |
| 6M | +11.4% | -1.5% | +12.9% | +11.3% |
| YTD | +14.0% | -0.2% | +14.2% | +13.7% |
| 1Y | +20.2% | +5.3% | +14.9% | +20.2% |
| All | +20.2% | +2.4% | +17.8% | +20.2% |
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