-29.4%
ETHA vs ACGL
+6.2%
-35.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | +0.8% | -0.7% | +1.6% | +0.8% |
| 30D | +27.9% | -1.0% | +28.9% | +27.9% |
| 3M | +38.3% | +11.0% | +27.3% | +37.7% |
| 6M | +14.0% | -0.3% | +14.3% | +14.3% |
| YTD | -17.4% | +2.3% | -19.7% | -17.9% |
| 1Y | -42.7% | +6.4% | -49.0% | -43.7% |
| All | -29.4% | +6.2% | -35.6% | -46.7% |
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