+23.6%
EW vs ACGL
+20.5%
+3.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.9% | -1.2% | +6.1% | +5.1% |
| 30D | +24.1% | +12.8% | +11.3% | +22.2% |
| 3M | +13.7% | +12.3% | +1.4% | +12.0% |
| 6M | +32.7% | +15.8% | +16.9% | +30.4% |
| YTD | +24.1% | +13.9% | +10.2% | +23.2% |
| 1Y | +23.6% | +19.0% | +4.6% | +20.7% |
| All | +23.6% | +20.5% | +3.1% | +20.7% |
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 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