+2,665.0%
ACGL vs XPO
+10,316.6%
-7,651.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.1% |
| 7D | -0.7% | +2.4% | -3.2% | -1.0% |
| 30D | -1.0% | -3.5% | +2.5% | -0.8% |
| 3M | +11.0% | -11.9% | +23.0% | +12.1% |
| 6M | -0.3% | -10.0% | +9.6% | +0.2% |
| YTD | +2.3% | +42.1% | -39.8% | -1.4% |
| 1Y | +6.4% | +47.6% | -41.2% | +1.9% |
| 3Y | +34.0% | +153.6% | -119.6% | +20.4% |
| 5Y | +161.6% | +266.5% | -104.9% | +123.6% |
| 10Y | +278.6% | +1,460.4% | -1,181.9% | +194.0% |
| All | +2,665.0% | +10,316.6% | -7,651.6% | +1,976.7% |
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 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