+49.2%
XEL vs ACGL
+29.4%
+19.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.1% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | -1.5% | -2.8% | +1.3% | -0.9% |
| 3M | -0.2% | +6.8% | -7.0% | -1.8% |
| 6M | -5.4% | -1.5% | -3.9% | -5.3% |
| YTD | +5.6% | -0.2% | +5.9% | +5.3% |
| 1Y | +10.5% | +5.3% | +5.2% | +8.5% |
| 3Y | +49.2% | +30.3% | +18.9% | +38.8% |
| All | +49.2% | +29.4% | +19.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling