+17.0%
EIX vs ACGL
+173.1%
-156.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +8.9% | +14.2% | -5.3% | +4.5% |
| 3M | -9.8% | +11.1% | -20.9% | -12.7% |
| 6M | -10.2% | +16.4% | -26.6% | -14.5% |
| YTD | +5.9% | +13.8% | -7.8% | +1.4% |
| 1Y | +10.9% | +21.6% | -10.7% | +4.0% |
| 3Y | +10.2% | +33.5% | -23.3% | +0.1% |
| 5Y | +17.0% | +174.8% | -157.8% | -17.4% |
| All | +17.0% | +173.1% | -156.1% | -17.4% |
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