+63.0%
EL vs ACGL
+329.5%
-266.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -1.4% | +1.6% | +0.7% |
| 30D | +12.3% | +12.4% | -0.1% | +7.8% |
| 3M | +28.4% | +11.1% | +17.3% | +23.5% |
| 6M | +36.7% | +16.3% | +20.4% | +28.9% |
| YTD | +8.4% | +13.8% | -5.4% | +2.5% |
| 1Y | +25.4% | +20.4% | +5.0% | +16.0% |
| 3Y | +3.4% | +33.6% | -30.1% | -9.6% |
| 5Y | -64.8% | +176.8% | -241.6% | -78.1% |
| 10Y | +63.0% | +324.6% | -261.6% | -14.6% |
| All | +63.0% | +329.5% | -266.5% | -14.6% |
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