+380.2%
EFA vs ACGL
+5,704.5%
-5,324.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +1.2% | -1.1% | +2.3% | +1.6% |
| 30D | +1.5% | +13.1% | -11.6% | -3.2% |
| 3M | -3.3% | +9.8% | -13.1% | -6.8% |
| 6M | +2.6% | +15.3% | -12.7% | -3.5% |
| YTD | +11.0% | +12.7% | -1.7% | +4.9% |
| 1Y | +15.1% | +20.7% | -5.6% | +5.9% |
| 3Y | +67.6% | +34.3% | +33.4% | +44.3% |
| 5Y | +50.5% | +170.6% | -120.1% | -4.8% |
| 10Y | +144.8% | +330.6% | -185.8% | +20.1% |
| All | +380.2% | +5,704.5% | -5,324.2% | +20.7% |
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