+178.7%
XHB vs ACGL
+1,635.5%
-1,456.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.0% |
| 7D | -1.3% | -0.7% | -0.5% | -0.9% |
| 30D | -6.9% | -1.0% | -5.9% | -6.4% |
| 3M | -1.3% | +11.0% | -12.3% | -8.1% |
| 6M | -6.8% | -0.3% | -6.5% | -7.6% |
| YTD | +0.7% | +2.3% | -1.5% | -2.1% |
| 1Y | -11.2% | +6.4% | -17.6% | -16.2% |
| 3Y | +25.3% | +34.0% | -8.6% | -3.6% |
| 5Y | +37.3% | +161.6% | -124.3% | -36.0% |
| 10Y | +211.5% | +278.6% | -67.1% | -0.7% |
| All | +178.7% | +1,635.5% | -1,456.8% | -73.2% |
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