+122.4%
ETN vs ACGL
+173.1%
-50.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -9.3% | +1.3% | -10.5% | -9.6% |
| 30D | -17.3% | +14.2% | -31.5% | -19.7% |
| 3M | -20.1% | +11.1% | -31.2% | -22.1% |
| 6M | -11.3% | +16.4% | -27.6% | -15.1% |
| YTD | +12.5% | +13.8% | -1.3% | +8.0% |
| 1Y | -5.6% | +21.6% | -27.2% | -11.4% |
| 3Y | +65.6% | +33.5% | +32.1% | +44.8% |
| 5Y | +122.4% | +174.8% | -52.4% | +29.4% |
| All | +122.4% | +173.1% | -50.7% | +29.4% |
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