+366.9%
ETR vs ACGL
+332.3%
+34.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | +8.7% | +13.1% | -4.4% | +3.7% |
| 3M | +4.9% | +9.8% | -4.9% | +1.1% |
| 6M | +0.8% | +15.3% | -14.5% | -5.0% |
| YTD | +23.1% | +12.7% | +10.4% | +16.5% |
| 1Y | +17.9% | +20.7% | -2.8% | +8.5% |
| 3Y | +154.5% | +34.3% | +120.2% | +118.0% |
| 5Y | +160.3% | +170.6% | -10.3% | +56.4% |
| 10Y | +366.9% | +330.6% | +36.4% | +142.5% |
| All | +366.9% | +332.3% | +34.6% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling