+395.7%
EFA vs ACGL
+5,166.5%
-4,770.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.8% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +0.9% | -1.0% | +1.9% | +1.2% |
| 3M | +4.9% | +11.0% | -6.2% | +0.3% |
| 6M | +8.6% | -0.3% | +8.9% | +8.0% |
| YTD | +14.6% | +2.3% | +12.3% | +12.5% |
| 1Y | +22.6% | +6.4% | +16.3% | +18.2% |
| 3Y | +66.5% | +34.0% | +32.6% | +42.9% |
| 5Y | +54.5% | +161.6% | -107.1% | -1.2% |
| 10Y | +144.8% | +278.6% | -133.8% | +26.3% |
| All | +395.7% | +5,166.5% | -4,770.8% | +29.5% |
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