+177.8%
ETN vs ACGL
+152.7%
+25.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +6.2% | -2.1% | +8.4% | +6.7% |
| 30D | -6.7% | -2.2% | -4.5% | -6.3% |
| 3M | +3.6% | +6.3% | -2.7% | +1.2% |
| 6M | +18.3% | +0.5% | +17.8% | +17.1% |
| YTD | +31.5% | +0.2% | +31.2% | +29.9% |
| 1Y | +20.6% | +7.3% | +13.3% | +16.1% |
| 3Y | +82.5% | +30.8% | +51.7% | +56.2% |
| 5Y | +177.8% | +155.8% | +22.0% | +67.3% |
| All | +177.8% | +152.7% | +25.1% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling