+49.5%
EQT vs ACGL
+277.0%
-227.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -3.6% | +2.5% | +0.1% |
| 30D | +1.1% | -2.1% | +3.2% | +1.8% |
| 3M | +4.8% | +5.4% | -0.6% | +2.4% |
| 6M | -10.6% | 0.0% | -10.6% | -11.2% |
| YTD | +3.4% | +0.3% | +3.1% | +2.4% |
| 1Y | +8.7% | +6.2% | +2.5% | +5.1% |
| 3Y | +35.0% | +30.9% | +4.0% | +16.9% |
| 5Y | +204.2% | +159.8% | +44.4% | +96.9% |
| All | +49.5% | +277.0% | -227.5% | -24.6% |
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