+869.8%
EWY vs ACGL
+6,246.1%
-5,376.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.0% | +5.2% |
| 7D | -10.4% | +0.9% | -11.3% | -10.8% |
| 30D | -25.4% | +13.7% | -39.1% | -29.4% |
| 3M | -16.5% | +8.0% | -24.6% | -19.7% |
| 6M | -24.7% | +13.3% | -38.0% | -30.1% |
| YTD | +40.9% | +11.8% | +29.1% | +30.8% |
| 1Y | +49.8% | +22.2% | +27.6% | +33.7% |
| 3Y | +134.8% | +32.5% | +102.3% | +95.1% |
| 5Y | +91.4% | +160.2% | -68.8% | +12.8% |
| 10Y | +204.3% | +338.5% | -134.2% | +30.1% |
| All | +869.8% | +6,246.1% | -5,376.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling