+485.8%
EWT vs ACGL
+6,844.4%
-6,358.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -3.7% | +1.3% | -4.9% | -4.1% |
| 30D | -17.2% | +14.2% | -31.4% | -20.8% |
| 3M | -7.3% | +11.1% | -18.4% | -10.8% |
| 6M | -1.5% | +16.4% | -17.8% | -7.4% |
| YTD | +49.0% | +13.8% | +35.2% | +40.5% |
| 1Y | +50.6% | +21.6% | +29.1% | +38.7% |
| 3Y | +148.9% | +33.5% | +115.3% | +115.9% |
| 5Y | +116.1% | +174.8% | -58.8% | +39.9% |
| 10Y | +427.8% | +330.4% | +97.5% | +167.2% |
| All | +485.8% | +6,844.4% | -6,358.6% | +43.4% |
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 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