+353.6%
EWZ vs ACGL
+6,551.2%
-6,197.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +0.4% |
| 7D | -4.1% | +8.0% | -12.1% | -7.5% |
| 30D | -25.0% | +17.3% | -42.3% | -30.6% |
| 3M | -10.6% | +11.2% | -21.9% | -15.4% |
| 6M | -16.6% | +18.2% | -34.8% | -23.7% |
| YTD | +2.5% | +15.4% | -12.9% | -5.7% |
| 1Y | +8.1% | +26.5% | -18.5% | -4.9% |
| 3Y | +20.4% | +36.1% | -15.6% | -1.5% |
| 5Y | +62.7% | +175.9% | -113.2% | -10.4% |
| 10Y | +52.6% | +352.4% | -299.8% | -35.9% |
| All | +353.6% | +6,551.2% | -6,197.5% | +6.1% |
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 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