+124.1%
XBI vs ACGL
+324.4%
-200.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | +2.6% | +12.3% | -9.7% | -1.2% |
| 3M | -4.0% | +11.8% | -15.8% | -7.6% |
| 6M | +10.9% | +17.5% | -6.5% | +4.7% |
| YTD | +23.6% | +14.3% | +9.3% | +17.3% |
| 1Y | +35.1% | +18.2% | +16.9% | +26.8% |
| 3Y | +125.2% | +33.2% | +92.0% | +98.1% |
| 5Y | +19.7% | +174.3% | -154.6% | -21.9% |
| All | +124.1% | +324.4% | -200.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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