+61.6%
ACGL vs BOXX
+18.4%
+43.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.6% | 0.0% | -3.7% | -3.5% |
| 30D | -2.1% | +0.3% | -2.4% | -1.2% |
| 3M | +5.4% | +1.0% | +4.4% | +8.9% |
| 6M | 0.0% | +1.9% | -1.9% | +7.7% |
| YTD | +0.3% | +2.6% | -2.3% | +11.5% |
| 1Y | +6.2% | +4.0% | +2.2% | +24.8% |
| 3Y | +30.9% | +14.6% | +16.3% | +212.7% |
| All | +61.6% | +18.4% | +43.2% | +488.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling