+310.8%
ESI vs ACGL
+332.3%
-21.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.8% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -9.3% | +13.1% | -22.4% | -14.7% |
| 3M | -12.8% | +9.8% | -22.6% | -17.2% |
| 6M | -24.6% | +15.3% | -39.9% | -30.9% |
| YTD | +32.7% | +12.7% | +20.0% | +21.7% |
| 1Y | +20.3% | +20.7% | -0.4% | +6.3% |
| 3Y | +80.2% | +34.3% | +45.9% | +44.5% |
| 5Y | +40.0% | +170.6% | -130.6% | -29.4% |
| 10Y | +310.8% | +330.6% | -19.8% | +49.6% |
| All | +310.8% | +332.3% | -21.6% | +49.6% |
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 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