+9.6%
EIX vs ACGL
+4.8%
+4.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -19.1% | -0.7% | -18.3% | -18.8% |
| 30D | -16.9% | -1.0% | -15.9% | -16.6% |
| 3M | -20.0% | +11.0% | -31.1% | -22.1% |
| 6M | -21.3% | -0.3% | -21.0% | -21.4% |
| YTD | -1.7% | +2.3% | -4.0% | -2.4% |
| 1Y | +9.6% | +6.4% | +3.2% | +6.8% |
| All | +9.6% | +4.8% | +4.7% | +6.8% |
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