+60.8%
ACGL vs BOXX
+18.4%
+42.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | 0.0% | -3.0% | -2.9% |
| 30D | -2.8% | +0.3% | -3.1% | -1.8% |
| 3M | +6.8% | +1.0% | +5.8% | +10.6% |
| 6M | -1.5% | +1.9% | -3.5% | +6.0% |
| YTD | -0.2% | +2.6% | -2.9% | +10.9% |
| 1Y | +5.3% | +4.0% | +1.3% | +23.9% |
| 3Y | +30.3% | +14.6% | +15.7% | +211.1% |
| All | +60.8% | +18.4% | +42.4% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling