+495.8%
EWT vs ACGL
+263.8%
+232.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.1% |
| 7D | +1.6% | -2.9% | +4.6% | +2.2% |
| 30D | +8.2% | -2.8% | +11.0% | +8.8% |
| 3M | +11.1% | +6.8% | +4.3% | +8.9% |
| 6M | +60.4% | -1.5% | +62.0% | +59.8% |
| YTD | +75.6% | -0.2% | +75.8% | +74.1% |
| 1Y | +91.3% | +5.3% | +86.0% | +86.8% |
| 3Y | +200.3% | +30.3% | +170.0% | +171.4% |
| 5Y | +156.4% | +151.8% | +4.6% | +87.1% |
| 10Y | +495.8% | +266.9% | +228.9% | +275.7% |
| All | +495.8% | +263.8% | +232.0% | +275.7% |
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 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