+330.6%
ACGL vs XPO
+1,421.2%
-1,090.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | +13.1% | +2.5% | +10.6% | +12.4% |
| 3M | +9.8% | -7.2% | +17.0% | +11.0% |
| 6M | +15.3% | -8.1% | +23.3% | +16.2% |
| YTD | +12.7% | +38.3% | -25.6% | +3.3% |
| 1Y | +20.7% | +33.6% | -12.9% | +11.2% |
| 3Y | +34.3% | +133.1% | -98.8% | +3.6% |
| 5Y | +170.6% | +308.9% | -138.3% | +71.7% |
| 10Y | +330.6% | +1,371.8% | -1,041.2% | +101.4% |
| All | +330.6% | +1,421.2% | -1,090.6% | +101.4% |
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