+3,106.5%
ETR vs ACGL
+4,853.1%
-1,746.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 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% | +13.0% |
| 3Y | +148.5% | +32.5% | +116.0% | +130.8% |
| 5Y | +152.6% | +160.2% | -7.6% | +101.3% |
| 10Y | +354.5% | +338.5% | +15.9% | +226.2% |
| All | +3,106.5% | +4,853.1% | -1,746.6% | +1,788.7% |
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