+31.0%
XLB vs ACGL
+174.9%
-144.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -1.4% | -0.3% | -1.2% |
| 30D | +7.2% | +12.4% | -5.1% | +3.5% |
| 3M | 0.0% | +11.1% | -11.1% | -3.2% |
| 6M | +2.3% | +16.3% | -14.0% | -2.7% |
| YTD | +18.4% | +13.8% | +4.6% | +13.0% |
| 1Y | +23.3% | +20.4% | +2.9% | +15.5% |
| 3Y | +45.2% | +33.6% | +11.6% | +28.3% |
| 5Y | +31.0% | +176.8% | -145.9% | -22.6% |
| All | +31.0% | +174.9% | -144.0% | -22.6% |
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