+544.6%
ETN vs ACGL
+324.4%
+220.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +3.6% | +2.2% | +1.4% | +2.7% |
| 30D | -13.4% | +12.3% | -25.7% | -18.2% |
| 3M | -21.9% | +11.8% | -33.7% | -26.4% |
| 6M | -12.8% | +17.5% | -30.2% | -20.7% |
| YTD | +12.1% | +14.3% | -2.2% | +2.6% |
| 1Y | +0.8% | +18.2% | -17.3% | -9.3% |
| 3Y | +64.5% | +33.2% | +31.3% | +33.0% |
| 5Y | +121.7% | +174.3% | -52.6% | +14.5% |
| All | +544.6% | +324.4% | +220.2% | +142.1% |
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