+28.3%
ACGL vs BOXX
+14.6%
+13.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -2.2% | +0.3% | -2.5% | -1.8% |
| 3M | +6.3% | +1.0% | +5.3% | +7.7% |
| 6M | +0.5% | +1.9% | -1.4% | +4.1% |
| YTD | +0.2% | +2.6% | -2.4% | +5.5% |
| 1Y | +7.3% | +4.0% | +3.2% | +15.7% |
| All | +28.3% | +14.6% | +13.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling