+8,740.4%
ETN vs ACGL
+4,429.2%
+4,311.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.0% |
| 7D | +2.0% | -0.7% | +2.8% | +2.2% |
| 30D | -7.9% | -1.0% | -6.9% | -7.7% |
| 3M | -1.6% | +11.0% | -12.7% | -5.6% |
| 6M | +16.9% | -0.3% | +17.2% | +15.8% |
| YTD | +30.1% | +2.3% | +27.8% | +27.5% |
| 1Y | +19.3% | +6.4% | +12.9% | +15.1% |
| 3Y | +82.5% | +34.0% | +48.6% | +59.8% |
| 5Y | +166.8% | +161.6% | +5.2% | +85.2% |
| 10Y | +649.7% | +278.6% | +371.1% | +361.2% |
| All | +8,740.4% | +4,429.2% | +4,311.2% | +3,413.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling