+20.8%
XBI vs ACGL
+152.7%
-131.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.6% | -2.1% | -1.5% | -3.2% |
| 30D | +0.9% | -2.2% | +3.0% | +1.3% |
| 3M | +21.4% | +6.3% | +15.1% | +19.4% |
| 6M | +25.5% | +0.5% | +25.0% | +24.9% |
| YTD | +30.8% | +0.2% | +30.6% | +29.9% |
| 1Y | +68.6% | +7.3% | +61.3% | +64.2% |
| 3Y | +103.9% | +30.8% | +73.1% | +83.1% |
| 5Y | +20.8% | +155.8% | -135.0% | -20.5% |
| All | +20.8% | +152.7% | -131.9% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling