+266.9%
ACGL vs XPO
+1,450.2%
-1,183.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.1% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | -2.8% | -6.2% | +3.4% | -1.7% |
| 3M | +6.8% | -15.4% | +22.2% | +9.9% |
| 6M | -1.5% | +0.7% | -2.3% | -2.6% |
| YTD | -0.2% | +39.8% | -40.1% | -8.5% |
| 1Y | +5.3% | +43.3% | -38.0% | -4.6% |
| 3Y | +30.3% | +166.0% | -135.8% | -2.8% |
| 5Y | +151.8% | +274.2% | -122.3% | +64.1% |
| 10Y | +266.9% | +1,429.0% | -1,162.2% | +68.2% |
| All | +266.9% | +1,450.2% | -1,183.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling