+167.7%
XLB vs ACGL
+332.3%
-164.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | +7.1% | +13.1% | -6.0% | +1.6% |
| 3M | +0.6% | +9.8% | -9.2% | -3.5% |
| 6M | +3.5% | +15.3% | -11.8% | -3.2% |
| YTD | +18.2% | +12.7% | +5.5% | +11.1% |
| 1Y | +25.6% | +20.7% | +4.9% | +14.5% |
| 3Y | +46.7% | +34.3% | +12.4% | +23.9% |
| 5Y | +30.9% | +170.6% | -139.7% | -23.9% |
| 10Y | +167.7% | +330.6% | -162.8% | +25.2% |
| All | +167.7% | +332.3% | -164.6% | +25.2% |
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 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