+259.3%
XHB vs ACGL
+332.3%
-73.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +1.3% | -1.1% | +2.4% | +1.9% |
| 30D | +11.8% | +13.1% | -1.3% | +5.6% |
| 3M | -3.8% | +9.8% | -13.6% | -8.0% |
| 6M | +4.1% | +15.3% | -11.2% | -3.2% |
| YTD | +4.0% | +12.7% | -8.8% | -2.7% |
| 1Y | +1.6% | +20.7% | -19.1% | -8.0% |
| 3Y | +43.2% | +34.3% | +8.9% | +18.1% |
| 5Y | +35.8% | +170.6% | -134.8% | -26.5% |
| 10Y | +259.3% | +330.6% | -71.3% | +42.1% |
| All | +259.3% | +332.3% | -73.1% | +42.1% |
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