+127.1%
ETR vs ACGL
+161.8%
-34.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | -1.3% | +11.0% | -12.3% | -3.6% |
| 6M | +1.9% | -0.3% | +2.2% | +1.7% |
| YTD | +18.2% | +2.3% | +15.9% | +17.1% |
| 1Y | +24.7% | +6.4% | +18.3% | +22.3% |
| 3Y | +150.7% | +34.0% | +116.7% | +127.8% |
| All | +127.1% | +161.8% | -34.6% | +59.5% |
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 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