+160.5%
ETR vs ACGL
+159.2%
+1.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.8% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +7.5% | +13.7% | -6.2% | +4.7% |
| 3M | +4.4% | +8.0% | -3.6% | +2.7% |
| 6M | -1.5% | +13.3% | -14.8% | -4.3% |
| YTD | +21.8% | +11.8% | +9.9% | +18.4% |
| 1Y | +18.4% | +22.2% | -3.8% | +12.8% |
| 3Y | +148.5% | +32.5% | +116.0% | +128.5% |
| All | +160.5% | +159.2% | +1.3% | +86.8% |
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 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