+155.8%
ACGL vs XPO
+262.4%
-106.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.8% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -2.2% | -8.1% | +5.9% | -1.3% |
| 3M | +6.3% | -19.0% | +25.4% | +8.7% |
| 6M | +0.5% | -5.2% | +5.7% | +0.6% |
| YTD | +0.2% | +35.6% | -35.4% | -4.6% |
| 1Y | +7.3% | +41.1% | -33.8% | +1.1% |
| 3Y | +30.8% | +157.9% | -127.1% | +9.1% |
| 5Y | +155.8% | +265.6% | -109.9% | +94.3% |
| All | +155.8% | +262.4% | -106.6% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling