+80.5%
ESI vs ACGL
+34.2%
+46.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +2.9% |
| 7D | +3.3% | -0.7% | +4.1% | +3.3% |
| 30D | -5.9% | -1.0% | -4.9% | -5.9% |
| 3M | -14.1% | +11.0% | -25.1% | -14.8% |
| 6M | +6.6% | -0.3% | +6.9% | +6.6% |
| YTD | +45.0% | +2.3% | +42.8% | +44.2% |
| 1Y | +41.5% | +6.4% | +35.1% | +39.5% |
| All | +80.5% | +34.2% | +46.2% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling