+240.9%
XHB vs ACGL
+329.5%
-88.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.5% |
| 30D | +9.6% | +12.4% | -2.7% | +3.9% |
| 3M | -6.0% | +11.1% | -17.1% | -10.6% |
| 6M | +2.2% | +16.3% | -14.1% | -5.4% |
| YTD | +1.1% | +13.8% | -12.7% | -5.8% |
| 1Y | -1.7% | +20.4% | -22.1% | -10.9% |
| 3Y | +36.5% | +33.6% | +2.9% | +13.0% |
| 5Y | +33.5% | +176.8% | -143.4% | -28.6% |
| 10Y | +240.9% | +324.6% | -83.7% | +39.8% |
| All | +240.9% | +329.5% | -88.5% | +39.8% |
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 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