+35.9%
EIX vs ACGL
+324.4%
-288.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | +2.2% | -0.8% | +0.5% |
| 30D | +8.5% | +12.3% | -3.8% | +3.5% |
| 3M | -13.5% | +11.8% | -25.3% | -17.3% |
| 6M | -12.4% | +17.5% | -29.8% | -18.2% |
| YTD | +5.9% | +14.3% | -8.4% | -0.3% |
| 1Y | +7.6% | +18.2% | -10.6% | -0.1% |
| 3Y | +12.8% | +33.2% | -20.4% | -2.2% |
| 5Y | +19.2% | +174.3% | -155.1% | -27.2% |
| All | +35.9% | +324.4% | -288.5% | -26.1% |
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