+207.0%
ET vs ACGL
+337.7%
-130.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.6% |
| 7D | -7.9% | +0.9% | -8.7% | -8.3% |
| 30D | -5.9% | +13.7% | -19.7% | -10.8% |
| 3M | -5.2% | +8.0% | -13.3% | -8.4% |
| 6M | +0.3% | +13.3% | -13.0% | -5.2% |
| YTD | +23.1% | +11.8% | +11.3% | +16.4% |
| 1Y | +22.7% | +22.2% | +0.5% | +11.7% |
| 3Y | +75.4% | +32.5% | +42.9% | +50.3% |
| 5Y | +202.6% | +160.2% | +42.4% | +82.6% |
| All | +207.0% | +337.7% | -130.7% | +26.6% |
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