+239.8%
EW vs ACGL
+332.3%
-92.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +12.3% | -1.1% | +13.4% | +12.7% |
| 30D | +22.9% | +13.1% | +9.8% | +17.7% |
| 3M | +16.7% | +9.8% | +6.9% | +12.8% |
| 6M | +31.0% | +15.3% | +15.7% | +24.1% |
| YTD | +22.8% | +12.7% | +10.1% | +16.9% |
| 1Y | +25.6% | +20.7% | +4.9% | +16.6% |
| 3Y | +62.0% | +34.3% | +27.7% | +41.8% |
| 5Y | -12.8% | +170.6% | -183.4% | -44.4% |
| 10Y | +239.8% | +330.6% | -90.8% | +69.0% |
| All | +239.8% | +332.3% | -92.5% | +69.0% |
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 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