+181.7%
EQX vs ACGL
+337.1%
-155.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -10.5% | +2.2% | -12.7% | -10.7% |
| 30D | +0.2% | +12.3% | -12.1% | -0.7% |
| 3M | -7.9% | +11.8% | -19.7% | -8.7% |
| 6M | -28.6% | +17.5% | -46.1% | -29.6% |
| YTD | -26.3% | +14.3% | -40.5% | -27.2% |
| 1Y | -20.2% | +18.2% | -38.4% | -21.6% |
| 3Y | +131.1% | +33.2% | +97.9% | +124.1% |
| 5Y | +21.7% | +174.3% | -152.7% | +9.8% |
| All | +181.7% | +337.1% | -155.4% | +450.6% |
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 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