+160.6%
XLB vs ACGL
+276.1%
-115.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -1.4% | -0.7% | -0.6% | -1.1% |
| 30D | -0.4% | -1.0% | +0.6% | 0.0% |
| 3M | +2.0% | +11.0% | -9.1% | -2.9% |
| 6M | +1.8% | -0.3% | +2.2% | +1.3% |
| YTD | +16.6% | +2.3% | +14.3% | +14.3% |
| 1Y | +16.9% | +6.4% | +10.6% | +12.4% |
| 3Y | +32.6% | +34.0% | -1.4% | +11.2% |
| 5Y | +35.6% | +161.6% | -126.0% | -20.2% |
| All | +160.6% | +276.1% | -115.5% | +32.3% |
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