+1,236.8%
EWY vs ACGL
+5,703.1%
-4,466.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.3% |
| 7D | +4.8% | -0.7% | +5.6% | +5.1% |
| 30D | +11.7% | -1.0% | +12.7% | +11.9% |
| 3M | -7.4% | +11.0% | -18.5% | -12.7% |
| 6M | +40.6% | -0.3% | +40.9% | +38.0% |
| YTD | +94.3% | +2.3% | +92.0% | +87.9% |
| 1Y | +164.3% | +6.4% | +157.9% | +149.9% |
| 3Y | +221.0% | +34.0% | +187.0% | +164.6% |
| 5Y | +139.1% | +161.6% | -22.5% | +40.1% |
| 10Y | +298.8% | +278.6% | +20.2% | +82.6% |
| All | +1,236.8% | +5,703.1% | -4,466.2% | +154.6% |
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