+7,545.3%
ETN vs ACGL
+4,938.9%
+2,606.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -9.3% | +1.3% | -10.5% | -9.8% |
| 30D | -17.3% | +14.2% | -31.5% | -21.0% |
| 3M | -20.1% | +11.1% | -31.2% | -23.3% |
| 6M | -11.3% | +16.4% | -27.6% | -16.7% |
| YTD | +12.5% | +13.8% | -1.3% | +6.0% |
| 1Y | -5.6% | +21.6% | -27.2% | -13.0% |
| 3Y | +65.6% | +33.5% | +32.1% | +44.8% |
| 5Y | +122.4% | +174.8% | -52.4% | +51.4% |
| 10Y | +531.4% | +330.4% | +201.1% | +271.4% |
| All | +7,545.3% | +4,938.9% | +2,606.4% | +2,822.0% |
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