+39.2%
ESI vs ACGL
+2.4%
+36.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.7% |
| 7D | +5.4% | -2.9% | +8.3% | +3.8% |
| 30D | -4.2% | -2.8% | -1.4% | -5.5% |
| 3M | -9.6% | +6.8% | -16.4% | -6.6% |
| 6M | +18.3% | -1.5% | +19.9% | +19.4% |
| YTD | +45.8% | -0.2% | +46.1% | +46.6% |
| 1Y | +39.2% | +5.3% | +33.9% | +39.4% |
| All | +39.2% | +2.4% | +36.8% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling