+7.4%
EQT vs ACGL
+5.9%
+1.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.0% | -2.0% | +0.1% | -1.9% |
| 30D | 0.0% | -1.2% | +1.3% | +0.1% |
| 3M | +5.9% | +5.4% | +0.5% | +5.0% |
| 6M | -14.8% | +1.4% | -16.1% | -15.1% |
| YTD | +1.8% | +0.2% | +1.6% | +1.0% |
| 1Y | +7.4% | +4.1% | +3.2% | +4.6% |
| All | +7.4% | +5.9% | +1.4% | +4.6% |
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 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