+175.3%
XEL vs ACGL
+332.3%
-157.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.1% | -1.1% | +2.1% | +1.4% |
| 30D | +8.7% | +13.1% | -4.5% | +4.6% |
| 3M | +3.5% | +9.8% | -6.3% | +0.5% |
| 6M | +2.6% | +15.3% | -12.7% | -2.1% |
| YTD | +11.1% | +12.7% | -1.7% | +6.5% |
| 1Y | +2.2% | +20.7% | -18.5% | -4.1% |
| 3Y | +51.1% | +34.3% | +16.8% | +35.0% |
| 5Y | +48.0% | +170.6% | -122.6% | +1.9% |
| 10Y | +175.3% | +330.6% | -155.3% | +75.6% |
| All | +175.3% | +332.3% | -157.0% | +75.6% |
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