-4.9%
EQT vs ACGL
+28.7%
-33.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -3.2% |
| 7D | -6.6% | +8.0% | -14.6% | -6.7% |
| 30D | +2.7% | +17.3% | -14.6% | +2.2% |
| 3M | -0.2% | +11.2% | -11.4% | -0.6% |
| 6M | -10.6% | +18.2% | -28.8% | -11.2% |
| YTD | -1.2% | +15.4% | -16.5% | -2.7% |
| 1Y | -4.9% | +26.5% | -31.4% | -9.2% |
| All | -4.9% | +28.7% | -33.6% | -9.2% |
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