+22.7%
ET vs ACGL
+22.6%
+0.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | -7.9% | +0.9% | -8.7% | -7.9% |
| 30D | -5.9% | +13.7% | -19.7% | -6.4% |
| 3M | -5.2% | +8.0% | -13.3% | -5.6% |
| 6M | +0.3% | +13.3% | -13.0% | +0.4% |
| YTD | +23.1% | +11.8% | +11.3% | +22.7% |
| 1Y | +22.7% | +22.2% | +0.5% | +26.4% |
| All | +22.7% | +22.6% | +0.2% | +26.4% |
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