+907.0%
XBI vs ACGL
+1,831.3%
-924.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | +3.2% | +12.4% | -9.1% | -1.7% |
| 3M | -1.1% | +11.1% | -12.2% | -5.6% |
| 6M | +16.1% | +16.3% | -0.2% | +8.2% |
| YTD | +28.3% | +13.8% | +14.5% | +20.1% |
| 1Y | +37.7% | +20.4% | +17.3% | +25.8% |
| 3Y | +134.9% | +33.6% | +101.4% | +99.1% |
| 5Y | +24.5% | +176.8% | -152.3% | -26.4% |
| 10Y | +139.4% | +324.6% | -185.2% | +5.6% |
| All | +907.0% | +1,831.3% | -924.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling