+235.5%
EW vs ACGL
+337.7%
-102.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.3% |
| 7D | +11.0% | +0.9% | +10.1% | +10.6% |
| 30D | +19.1% | +13.7% | +5.3% | +13.8% |
| 3M | +14.4% | +8.0% | +6.3% | +11.2% |
| 6M | +22.8% | +13.3% | +9.5% | +17.1% |
| YTD | +19.8% | +11.8% | +8.0% | +14.3% |
| 1Y | +23.9% | +22.2% | +1.7% | +14.5% |
| 3Y | +52.2% | +32.5% | +19.7% | +33.9% |
| 5Y | -13.9% | +160.2% | -174.1% | -44.2% |
| All | +235.5% | +337.7% | -102.2% | +82.2% |
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