+5.3%
ACGL vs XPO
+45.2%
-39.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.4% |
| 7D | -2.9% | +2.7% | -5.6% | -2.9% |
| 30D | -2.8% | -6.2% | +3.4% | -2.7% |
| 3M | +6.8% | -15.4% | +22.2% | +7.1% |
| 6M | -1.5% | +0.7% | -2.3% | -1.6% |
| YTD | -0.2% | +39.8% | -40.1% | -1.3% |
| 1Y | +5.3% | +43.3% | -38.0% | +3.7% |
| All | +5.3% | +45.2% | -39.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling