+161.7%
EWY vs ACGL
+2.4%
+159.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -1.7% |
| 7D | +8.0% | -2.9% | +11.0% | +5.2% |
| 30D | +14.3% | -2.8% | +17.2% | +11.7% |
| 3M | +2.3% | +6.8% | -4.5% | +7.8% |
| 6M | +49.9% | -1.5% | +51.4% | +53.6% |
| YTD | +95.3% | -0.2% | +95.6% | +102.5% |
| 1Y | +161.7% | +5.3% | +156.4% | +183.4% |
| All | +161.7% | +2.4% | +159.4% | +183.4% |
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 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