-5.5%
ETN vs ACGL
+28.7%
-34.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.7% | -12.5% | -8.0% |
| 7D | -10.1% | +8.0% | -18.1% | -5.3% |
| 30D | -18.4% | +17.3% | -35.7% | -9.7% |
| 3M | -20.4% | +11.2% | -31.6% | -14.2% |
| 6M | -16.0% | +18.2% | -34.2% | -6.0% |
| YTD | +11.8% | +15.4% | -3.6% | +26.2% |
| 1Y | -5.5% | +26.5% | -32.0% | +8.5% |
| All | -5.5% | +28.7% | -34.2% | +8.5% |
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