+23.9%
EW vs ACGL
+22.6%
+1.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.7% |
| 7D | +11.0% | +0.9% | +10.1% | +10.8% |
| 30D | +19.1% | +13.7% | +5.3% | +17.1% |
| 3M | +14.4% | +8.0% | +6.3% | +13.1% |
| 6M | +22.8% | +13.3% | +9.5% | +20.8% |
| YTD | +19.8% | +11.8% | +8.0% | +18.9% |
| 1Y | +23.9% | +22.2% | +1.7% | +17.6% |
| All | +23.9% | +22.6% | +1.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling