+29.0%
XLB vs ACGL
+159.2%
-130.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | +0.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +6.1% | +13.7% | -7.7% | +2.0% |
| 3M | 0.0% | +8.0% | -8.0% | -2.4% |
| 6M | 0.0% | +13.3% | -13.3% | -4.1% |
| YTD | +16.0% | +11.8% | +4.2% | +11.3% |
| 1Y | +24.7% | +22.2% | +2.5% | +16.1% |
| 3Y | +40.4% | +32.5% | +7.9% | +24.3% |
| All | +29.0% | +159.2% | -130.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling