-31.4%
EFX vs ACGL
+2.4%
-33.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -1.7% |
| 7D | -7.8% | -2.9% | -4.9% | -6.2% |
| 30D | -5.7% | -2.8% | -2.9% | -4.1% |
| 3M | +2.5% | +6.8% | -4.3% | +1.2% |
| 6M | -16.7% | -1.5% | -15.1% | -15.4% |
| YTD | -20.2% | -0.2% | -20.0% | -19.9% |
| 1Y | -31.4% | +5.3% | -36.7% | -32.4% |
| All | -31.4% | +2.4% | -33.7% | -32.4% |
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