-24.8%
ETHA vs ACGL
+28.7%
-53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +7.2% |
| 7D | +2.1% | +8.0% | -5.9% | +6.8% |
| 30D | -10.7% | +17.3% | -28.0% | -1.8% |
| 3M | +29.0% | +11.2% | +17.7% | +36.9% |
| 6M | +2.7% | +18.2% | -15.5% | +17.1% |
| YTD | -18.7% | +15.4% | -34.0% | -7.9% |
| 1Y | -24.8% | +26.5% | -51.4% | -13.5% |
| All | -24.8% | +28.7% | -53.6% | -13.5% |
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