+2,092.1%
EFX vs ACGL
+4,429.2%
-2,337.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -5.9% |
| 7D | -8.6% | -0.7% | -7.9% | -8.4% |
| 30D | +0.1% | -1.0% | +1.1% | +0.4% |
| 3M | +3.8% | +11.0% | -7.2% | +1.1% |
| 6M | -13.5% | -0.3% | -13.2% | -13.3% |
| YTD | -17.7% | +2.3% | -19.9% | -18.2% |
| 1Y | -25.6% | +6.4% | -31.9% | -26.9% |
| 3Y | -12.1% | +34.0% | -46.1% | -19.9% |
| 5Y | -33.8% | +161.6% | -195.5% | -50.2% |
| 10Y | +45.1% | +278.6% | -233.4% | -2.5% |
| All | +2,092.1% | +4,429.2% | -2,337.1% | +898.5% |
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