-25.6%
EFX vs ACGL
+4.8%
-30.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -5.4% |
| 7D | -8.6% | -0.7% | -7.9% | -8.2% |
| 30D | +0.1% | -1.0% | +1.1% | +0.7% |
| 3M | +3.8% | +11.0% | -7.2% | +0.8% |
| 6M | -13.5% | -0.3% | -13.2% | -13.2% |
| YTD | -17.7% | +2.3% | -19.9% | -18.4% |
| 1Y | -25.6% | +6.4% | -31.9% | -27.0% |
| All | -25.6% | +4.8% | -30.4% | -27.0% |
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 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