+157.0%
EWY vs ACGL
+33.8%
+123.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.7% |
| 7D | +4.2% | +2.2% | +2.0% | +4.8% |
| 30D | -10.7% | +12.3% | -23.0% | -8.0% |
| 3M | -20.1% | +11.8% | -31.9% | -17.6% |
| 6M | -24.3% | +17.5% | -41.8% | -21.4% |
| YTD | +46.9% | +14.3% | +32.6% | +52.4% |
| 1Y | +55.2% | +18.2% | +37.0% | +60.8% |
| 3Y | +157.0% | +33.2% | +123.8% | +171.7% |
| All | +157.0% | +33.8% | +123.2% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling