+125.0%
XBI vs ACGL
+322.9%
-197.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | +3.0% | +12.8% | -9.8% | -1.0% |
| 3M | -5.1% | +12.3% | -17.4% | -8.8% |
| 6M | +12.2% | +15.8% | -3.6% | +6.4% |
| YTD | +24.1% | +13.9% | +10.2% | +17.9% |
| 1Y | +33.1% | +19.0% | +14.0% | +24.5% |
| 3Y | +127.3% | +33.7% | +93.6% | +99.6% |
| 5Y | +20.2% | +173.4% | -153.1% | -21.5% |
| All | +125.0% | +322.9% | -197.9% | +11.9% |
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