+131.1%
EQX vs ACGL
+33.8%
+97.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.5% | +2.2% | -12.7% | -10.6% |
| 30D | +0.2% | +12.3% | -12.1% | 0.0% |
| 3M | -7.9% | +11.8% | -19.7% | -8.1% |
| 6M | -28.6% | +17.5% | -46.1% | -29.0% |
| YTD | -26.3% | +14.3% | -40.5% | -26.8% |
| 1Y | -20.2% | +18.2% | -38.4% | -21.1% |
| 3Y | +131.1% | +33.2% | +97.9% | +132.5% |
| All | +131.1% | +33.8% | +97.3% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling