+177.7%
XHB vs ACGL
+1,797.9%
-1,620.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | +0.3% |
| 7D | +1.3% | +0.9% | +0.4% | +0.8% |
| 30D | +7.8% | +13.7% | -5.9% | -0.3% |
| 3M | -5.5% | +8.0% | -13.5% | -10.0% |
| 6M | -2.6% | +13.3% | -15.9% | -10.7% |
| YTD | +0.4% | +11.8% | -11.5% | -7.8% |
| 1Y | -1.0% | +22.2% | -23.2% | -13.9% |
| 3Y | +37.3% | +32.5% | +4.8% | +7.4% |
| 5Y | +33.7% | +160.2% | -126.5% | -36.8% |
| 10Y | +256.9% | +338.5% | -81.6% | +2.9% |
| All | +177.7% | +1,797.9% | -1,620.2% | -74.8% |
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 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