+58.1%
EQT vs ACGL
+324.4%
-266.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +6.9% | +2.2% | +4.7% | +6.1% |
| 30D | +0.4% | +12.3% | -11.9% | -3.8% |
| 3M | -2.0% | +11.8% | -13.9% | -6.1% |
| 6M | -5.0% | +17.5% | -22.4% | -10.9% |
| YTD | -0.3% | +14.3% | -14.6% | -6.0% |
| 1Y | -11.3% | +18.2% | -29.5% | -17.5% |
| 3Y | +38.3% | +33.2% | +5.2% | +19.9% |
| 5Y | +166.4% | +174.3% | -8.0% | +68.1% |
| All | +58.1% | +324.4% | -266.3% | -23.8% |
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