+10.9%
EIX vs ACGL
+22.6%
-11.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.5% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +9.1% | +13.7% | -4.6% | +5.0% |
| 3M | -10.2% | +8.0% | -18.3% | -12.2% |
| 6M | -11.2% | +13.3% | -24.5% | -14.5% |
| YTD | +4.5% | +11.8% | -7.4% | +1.5% |
| 1Y | +10.9% | +22.2% | -11.4% | +2.2% |
| All | +10.9% | +22.6% | -11.7% | +2.2% |
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