+332.8%
ESI vs ACGL
+329.5%
+3.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +1.8% | -1.4% | +3.2% | +2.4% |
| 30D | -6.6% | +12.4% | -18.9% | -11.9% |
| 3M | -9.4% | +11.1% | -20.5% | -14.4% |
| 6M | -24.1% | +16.3% | -40.5% | -30.8% |
| YTD | +37.1% | +13.8% | +23.3% | +25.1% |
| 1Y | +24.5% | +20.4% | +4.1% | +10.2% |
| 3Y | +83.2% | +33.6% | +49.6% | +47.4% |
| 5Y | +44.0% | +176.8% | -132.9% | -28.3% |
| 10Y | +332.8% | +324.6% | +8.3% | +60.1% |
| All | +332.8% | +329.5% | +3.4% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling