+216.5%
EWY vs ACGL
+332.0%
-115.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -10.2% | +1.3% | -11.5% | -10.6% |
| 30D | -21.5% | +14.2% | -35.7% | -24.3% |
| 3M | -14.7% | +11.1% | -25.8% | -17.4% |
| 6M | -26.8% | +16.4% | -43.2% | -30.9% |
| YTD | +43.2% | +13.8% | +29.4% | +35.6% |
| 1Y | +48.7% | +21.6% | +27.2% | +37.7% |
| 3Y | +147.9% | +33.5% | +114.4% | +115.8% |
| 5Y | +98.8% | +174.8% | -76.0% | +25.3% |
| 10Y | +216.5% | +330.4% | -113.8% | +65.2% |
| All | +216.5% | +332.0% | -115.5% | +65.2% |
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