+2,250.2%
EQT vs ACGL
+4,429.2%
-2,179.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +7.7% | -1.0% | +8.7% | +8.0% |
| 3M | +0.2% | +11.0% | -10.9% | -2.9% |
| 6M | -9.5% | -0.3% | -9.2% | -9.8% |
| YTD | +3.8% | +2.3% | +1.6% | +2.6% |
| 1Y | +7.8% | +6.4% | +1.4% | +5.2% |
| 3Y | +30.1% | +34.0% | -3.8% | +17.5% |
| 5Y | +188.6% | +161.6% | +27.0% | +116.6% |
| 10Y | +54.6% | +278.6% | -224.0% | +2.1% |
| All | +2,250.2% | +4,429.2% | -2,179.1% | +995.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling