+85.6%
ETN vs ACGL
+29.4%
+56.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +2.8% |
| 7D | +8.0% | -2.9% | +11.0% | +8.1% |
| 30D | -5.9% | -2.8% | -3.1% | -5.9% |
| 3M | +5.0% | +6.8% | -1.8% | +3.9% |
| 6M | +22.4% | -1.5% | +23.9% | +22.3% |
| YTD | +33.6% | -0.2% | +33.9% | +33.2% |
| 1Y | +22.1% | +5.3% | +16.8% | +20.5% |
| 3Y | +85.6% | +30.3% | +55.3% | +68.8% |
| All | +85.6% | +29.4% | +56.2% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling