+308.8%
EWY vs ACGL
+270.1%
+38.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +6.7% | -2.1% | +8.8% | +7.2% |
| 30D | +17.0% | -2.2% | +19.1% | +17.5% |
| 3M | +3.7% | +6.3% | -2.7% | +0.8% |
| 6M | +42.5% | +0.5% | +42.0% | +40.2% |
| YTD | +96.2% | +0.2% | +96.0% | +92.7% |
| 1Y | +160.4% | +7.3% | +153.1% | +149.0% |
| 3Y | +231.7% | +30.8% | +200.8% | +186.6% |
| 5Y | +153.3% | +155.8% | -2.5% | +61.8% |
| 10Y | +308.8% | +276.3% | +32.5% | +120.1% |
| All | +308.8% | +270.1% | +38.7% | +120.1% |
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