-31.9%
EL vs ACGL
+34.2%
-66.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | +19.8% | -1.0% | +20.8% | +19.9% |
| 3M | +25.7% | +11.0% | +14.7% | +24.6% |
| 6M | +5.4% | -0.3% | +5.8% | +5.4% |
| YTD | +0.2% | +2.3% | -2.1% | -0.3% |
| 1Y | +20.4% | +6.4% | +14.1% | +19.2% |
| All | -31.9% | +34.2% | -66.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling