+50.3%
EWZ vs ACGL
+332.3%
-282.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -25.1% | +13.1% | -38.2% | -29.4% |
| 3M | -7.7% | +9.8% | -17.5% | -12.0% |
| 6M | -15.8% | +15.3% | -31.1% | -22.1% |
| YTD | +3.6% | +12.7% | -9.1% | -3.5% |
| 1Y | +5.5% | +20.7% | -15.2% | -5.0% |
| 3Y | +22.1% | +34.3% | -12.2% | -0.4% |
| 5Y | +58.3% | +170.6% | -112.2% | -18.1% |
| 10Y | +50.3% | +330.6% | -280.3% | -15.6% |
| All | +50.3% | +332.3% | -282.1% | -15.6% |
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 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