+136.6%
EWT vs ACGL
+31.5%
+105.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +3.5% |
| 7D | -11.7% | +0.9% | -12.6% | -11.6% |
| 30D | -23.2% | +13.7% | -37.0% | -22.0% |
| 3M | -12.5% | +8.0% | -20.5% | -11.5% |
| 6M | -5.9% | +13.3% | -19.2% | -4.5% |
| YTD | +40.5% | +11.8% | +28.6% | +42.4% |
| 1Y | +43.7% | +22.2% | +21.5% | +45.2% |
| 3Y | +136.6% | +32.5% | +104.2% | +146.7% |
| All | +136.6% | +31.5% | +105.1% | +146.7% |
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 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