+164.3%
EWY vs ACGL
+4.8%
+159.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +3.0% |
| 7D | +4.8% | -0.7% | +5.6% | +4.2% |
| 30D | +11.7% | -1.0% | +12.7% | +11.0% |
| 3M | -7.4% | +11.0% | -18.5% | +0.9% |
| 6M | +40.6% | -0.3% | +40.9% | +46.5% |
| YTD | +94.3% | +2.3% | +92.0% | +106.0% |
| 1Y | +164.3% | +6.4% | +157.9% | +190.9% |
| All | +164.3% | +4.8% | +159.5% | +190.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling