+9.4%
ENB vs ACGL
+28.7%
-19.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | +0.5% | +8.0% | -7.5% | -0.5% |
| 30D | +6.0% | +17.3% | -11.3% | +3.8% |
| 3M | -7.4% | +11.2% | -18.6% | -8.8% |
| 6M | -8.5% | +18.2% | -26.7% | -10.3% |
| YTD | +6.1% | +15.4% | -9.3% | +4.1% |
| 1Y | +9.4% | +26.5% | -17.1% | +4.4% |
| All | +9.4% | +28.7% | -19.3% | +4.4% |
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 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