+40.2%
EFX vs ACGL
+263.8%
-223.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.1% |
| 7D | -7.8% | -2.9% | -4.9% | -6.7% |
| 30D | -5.7% | -2.8% | -2.9% | -4.6% |
| 3M | +2.5% | +6.8% | -4.3% | +0.3% |
| 6M | -16.7% | -1.5% | -15.1% | -16.1% |
| YTD | -20.2% | -0.2% | -20.0% | -20.1% |
| 1Y | -31.4% | +5.3% | -36.7% | -32.8% |
| 3Y | -10.5% | +30.3% | -40.8% | -21.1% |
| 5Y | -35.2% | +151.8% | -187.0% | -57.7% |
| 10Y | +40.2% | +266.9% | -226.7% | -20.2% |
| All | +40.2% | +263.8% | -223.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling