+36.5%
XLB vs ACGL
+161.8%
-125.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | +2.0% | +11.0% | -9.1% | -1.5% |
| 6M | +1.8% | -0.3% | +2.2% | +1.5% |
| YTD | +16.6% | +2.3% | +14.3% | +15.0% |
| 1Y | +16.9% | +6.4% | +10.6% | +13.7% |
| 3Y | +32.6% | +34.0% | -1.4% | +15.2% |
| All | +36.5% | +161.8% | -125.2% | -14.8% |
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