+205.7%
XHB vs ACGL
+263.8%
-58.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.3% |
| 7D | +0.2% | -2.9% | +3.1% | +1.6% |
| 30D | -9.1% | -2.8% | -6.3% | -7.9% |
| 3M | -2.3% | +6.8% | -9.1% | -5.7% |
| 6M | -4.1% | -1.5% | -2.6% | -4.1% |
| YTD | -1.7% | -0.2% | -1.5% | -2.6% |
| 1Y | -15.1% | +5.3% | -20.4% | -18.3% |
| 3Y | +26.8% | +30.3% | -3.5% | +5.1% |
| 5Y | +37.3% | +151.8% | -114.5% | -23.6% |
| 10Y | +205.7% | +266.9% | -61.2% | +37.0% |
| All | +205.7% | +263.8% | -58.1% | +37.0% |
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