-31.3%
EFX vs ACGL
+159.2%
-190.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.2% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +33.1% | +13.7% | +19.4% | +27.7% |
| 3M | +8.2% | +8.0% | +0.1% | +5.6% |
| 6M | +10.2% | +13.3% | -3.1% | +6.2% |
| YTD | -11.8% | +11.8% | -23.7% | -14.8% |
| 1Y | -6.1% | +22.2% | -28.3% | -11.5% |
| 3Y | +7.5% | +32.5% | -25.0% | -1.7% |
| All | -31.3% | +159.2% | -190.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling