+224.6%
ESI vs ACGL
+441.7%
-217.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.8% |
| 7D | +3.3% | -0.7% | +4.1% | +3.6% |
| 30D | -5.9% | -1.0% | -4.9% | -5.6% |
| 3M | -14.1% | +11.0% | -25.1% | -19.3% |
| 6M | +6.6% | -0.3% | +6.9% | +4.8% |
| YTD | +45.0% | +2.3% | +42.8% | +40.1% |
| 1Y | +41.5% | +6.4% | +35.1% | +33.2% |
| 3Y | +78.8% | +34.0% | +44.8% | +42.3% |
| 5Y | +70.9% | +161.6% | -90.8% | -11.3% |
| 10Y | +317.1% | +278.6% | +38.5% | +71.1% |
| All | +224.6% | +441.7% | -217.1% | +13.8% |
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 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