+179.9%
XHB vs ACGL
+1,831.3%
-1,651.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.3% |
| 30D | +9.6% | +12.4% | -2.7% | +2.1% |
| 3M | -6.0% | +11.1% | -17.1% | -12.0% |
| 6M | +2.2% | +16.3% | -14.1% | -7.8% |
| YTD | +1.1% | +13.8% | -12.7% | -8.0% |
| 1Y | -1.7% | +20.4% | -22.1% | -13.7% |
| 3Y | +36.5% | +33.6% | +2.9% | +6.3% |
| 5Y | +33.5% | +176.8% | -143.4% | -39.4% |
| 10Y | +240.9% | +324.6% | -83.7% | +1.3% |
| All | +179.9% | +1,831.3% | -1,651.5% | -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