+7,232.4%
EW vs ACGL
+6,790.6%
+441.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +6.8% | +6.4% | +0.4% | +5.0% |
| 30D | +16.6% | +16.6% | 0.0% | +11.8% |
| 3M | +13.3% | +11.6% | +1.7% | +9.9% |
| 6M | +21.6% | +17.5% | +4.1% | +16.1% |
| YTD | +18.3% | +15.3% | +3.0% | +13.2% |
| 1Y | +21.7% | +26.3% | -4.6% | +13.6% |
| 3Y | +50.3% | +35.9% | +14.4% | +35.7% |
| 5Y | -15.0% | +168.2% | -183.2% | -37.8% |
| 10Y | +237.5% | +352.0% | -114.5% | +110.3% |
| All | +7,232.4% | +6,790.6% | +441.7% | +3,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling