+56.6%
EWZ vs ACGL
+174.7%
-118.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | +6.4% | -10.5% | -5.2% |
| 30D | -26.1% | +16.6% | -42.7% | -28.2% |
| 3M | -12.0% | +11.6% | -23.6% | -13.9% |
| 6M | -19.3% | +17.5% | -36.7% | -21.9% |
| YTD | +0.9% | +15.3% | -14.4% | -2.3% |
| 1Y | +3.4% | +26.3% | -22.9% | -1.8% |
| 3Y | +18.6% | +35.9% | -17.3% | +8.7% |
| 5Y | +56.6% | +168.2% | -111.6% | +10.1% |
| All | +56.6% | +174.7% | -118.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling