-28.7%
ETHA vs ACGL
+3.6%
-32.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | +2.7% | -2.9% | +5.6% | +2.8% |
| 30D | +29.4% | -2.8% | +32.2% | +29.5% |
| 3M | +47.2% | +6.8% | +40.4% | +46.8% |
| 6M | +25.4% | -1.5% | +26.9% | +25.7% |
| YTD | -16.5% | -0.2% | -16.3% | -17.0% |
| 1Y | -42.3% | +5.3% | -47.6% | -43.6% |
| All | -28.7% | +3.6% | -32.3% | -46.1% |
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