+33.9%
EL vs ACGL
+270.2%
-236.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +19.8% | -1.0% | +20.8% | +20.1% |
| 3M | +25.7% | +11.0% | +14.7% | +20.7% |
| 6M | +5.4% | -0.3% | +5.8% | +4.9% |
| YTD | +0.2% | +2.3% | -2.1% | -1.6% |
| 1Y | +20.4% | +6.4% | +14.1% | +16.2% |
| 3Y | -32.1% | +34.0% | -66.1% | -41.6% |
| 5Y | -67.2% | +161.6% | -228.8% | -79.2% |
| All | +33.9% | +270.2% | -236.3% | -25.6% |
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