+1,234.5%
XEL vs ACGL
+4,429.2%
-3,194.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.0% | -0.7% | -0.2% | -0.8% |
| 30D | -1.9% | -1.0% | -0.9% | -1.8% |
| 3M | -1.9% | +11.0% | -12.9% | -3.7% |
| 6M | -7.4% | -0.3% | -7.1% | -7.5% |
| YTD | +4.1% | +2.3% | +1.8% | +3.4% |
| 1Y | +8.0% | +6.4% | +1.7% | +6.6% |
| 3Y | +48.4% | +34.0% | +14.4% | +40.0% |
| 5Y | +27.2% | +161.6% | -134.4% | +6.5% |
| 10Y | +146.8% | +278.6% | -131.8% | +92.9% |
| All | +1,234.5% | +4,429.2% | -3,194.7% | +792.3% |
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