+102.7%
EWT vs ACGL
+159.2%
-56.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.0% |
| 7D | -11.7% | +0.9% | -12.6% | -11.8% |
| 30D | -23.2% | +13.7% | -37.0% | -23.7% |
| 3M | -12.5% | +8.0% | -20.5% | -12.8% |
| 6M | -5.9% | +13.3% | -19.2% | -6.8% |
| YTD | +40.5% | +11.8% | +28.6% | +39.1% |
| 1Y | +43.7% | +22.2% | +21.5% | +40.6% |
| 3Y | +136.6% | +32.5% | +104.2% | +125.3% |
| All | +102.7% | +159.2% | -56.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling