+2,923.8%
ACGL vs XPO
+9,445.4%
-6,521.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | +0.9% | -6.7% | +7.5% | +1.4% |
| 30D | +13.7% | -1.9% | +15.6% | +13.9% |
| 3M | +8.0% | -9.9% | +17.9% | +8.9% |
| 6M | +13.3% | -16.4% | +29.7% | +14.7% |
| YTD | +11.8% | +30.2% | -18.4% | +8.5% |
| 1Y | +22.2% | +29.9% | -7.6% | +18.5% |
| 3Y | +32.5% | +122.6% | -90.2% | +20.5% |
| 5Y | +160.2% | +278.9% | -118.7% | +121.9% |
| 10Y | +338.5% | +1,375.3% | -1,036.8% | +242.7% |
| All | +2,923.8% | +9,445.4% | -6,521.6% | +2,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling