+366.2%
EFA vs ACGL
+5,659.4%
-5,293.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.8% |
| 30D | -1.2% | +13.7% | -14.9% | -5.9% |
| 3M | -5.1% | +8.0% | -13.1% | -8.0% |
| 6M | -1.2% | +13.3% | -14.5% | -6.5% |
| YTD | +7.8% | +11.8% | -4.1% | +2.1% |
| 1Y | +12.2% | +22.2% | -10.1% | +2.7% |
| 3Y | +61.5% | +32.5% | +29.0% | +39.7% |
| 5Y | +45.8% | +160.2% | -114.4% | -6.4% |
| 10Y | +141.8% | +338.5% | -196.7% | +17.7% |
| All | +366.2% | +5,659.4% | -5,293.2% | +17.5% |
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