+432.5%
EWZ vs ACGL
+5,795.2%
-5,362.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | +4.8% | -1.0% | +5.8% | +5.3% |
| 3M | +9.9% | +11.0% | -1.2% | +4.0% |
| 6M | +1.9% | -0.3% | +2.3% | +1.3% |
| YTD | +20.3% | +2.3% | +18.0% | +17.6% |
| 1Y | +35.6% | +6.4% | +29.2% | +29.6% |
| 3Y | +43.4% | +34.0% | +9.5% | +17.8% |
| 5Y | +55.9% | +161.6% | -105.7% | -12.1% |
| 10Y | +84.2% | +278.6% | -194.4% | -15.6% |
| All | +432.5% | +5,795.2% | -5,362.6% | +32.4% |
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