+20.6%
ETN vs ACGL
+5.7%
+14.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.4% |
| 7D | +6.2% | -2.1% | +8.4% | +5.2% |
| 30D | -6.7% | -2.2% | -4.5% | -7.5% |
| 3M | +3.6% | +6.3% | -2.7% | +5.7% |
| 6M | +18.3% | +0.5% | +17.8% | +20.2% |
| YTD | +31.5% | +0.2% | +31.2% | +33.9% |
| 1Y | +20.6% | +7.3% | +13.3% | +24.1% |
| All | +20.6% | +5.7% | +14.8% | +24.1% |
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 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