+250.0%
EQX vs ACGL
+291.2%
-41.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.2% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | +24.4% | -1.0% | +25.4% | +24.5% |
| 3M | +11.6% | +11.0% | +0.6% | +10.5% |
| 6M | -25.0% | -0.3% | -24.7% | -25.1% |
| YTD | -8.4% | +2.3% | -10.7% | -8.8% |
| 1Y | +43.4% | +6.4% | +37.0% | +42.1% |
| 3Y | +162.0% | +34.0% | +128.0% | +153.3% |
| 5Y | +70.1% | +161.6% | -91.5% | +54.5% |
| All | +250.0% | +291.2% | -41.2% | +590.0% |
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