+62.0%
EW vs ACGL
+35.1%
+26.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +12.3% | -1.1% | +13.4% | +12.5% |
| 30D | +22.9% | +13.1% | +9.8% | +20.0% |
| 3M | +16.7% | +9.8% | +6.9% | +14.6% |
| 6M | +31.0% | +15.3% | +15.7% | +27.2% |
| YTD | +22.8% | +12.7% | +10.1% | +19.6% |
| 1Y | +25.6% | +20.7% | +4.9% | +20.4% |
| 3Y | +62.0% | +34.3% | +27.7% | +60.3% |
| All | +62.0% | +35.1% | +26.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling