+1,458.7%
ET vs ACGL
+1,602.1%
-143.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +7.5% | -1.0% | +8.5% | +7.9% |
| 3M | +11.4% | +11.0% | +0.4% | +6.4% |
| 6M | +18.5% | -0.3% | +18.9% | +18.0% |
| YTD | +37.4% | +2.3% | +35.1% | +34.9% |
| 1Y | +30.9% | +6.4% | +24.6% | +26.0% |
| 3Y | +98.7% | +34.0% | +64.8% | +68.6% |
| 5Y | +230.7% | +161.6% | +69.1% | +102.8% |
| 10Y | +175.6% | +278.6% | -103.0% | +40.4% |
| All | +1,458.7% | +1,602.1% | -143.4% | +288.4% |
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 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