+156.3%
ETR vs ACGL
+33.8%
+122.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | +7.0% | +12.3% | -5.3% | +5.0% |
| 3M | +4.6% | +11.8% | -7.2% | +2.7% |
| 6M | +0.1% | +17.5% | -17.3% | -2.6% |
| YTD | +23.2% | +14.3% | +8.9% | +20.1% |
| 1Y | +20.6% | +18.2% | +2.4% | +16.9% |
| 3Y | +156.3% | +33.2% | +123.1% | +141.0% |
| All | +156.3% | +33.8% | +122.5% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling