+28.6%
XLB vs ACGL
+173.3%
-144.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.5% | +2.2% | -1.6% | -0.1% |
| 30D | +5.2% | +12.3% | -7.2% | +1.5% |
| 3M | +0.3% | +11.8% | -11.5% | -3.1% |
| 6M | +1.2% | +17.5% | -16.3% | -4.1% |
| YTD | +16.6% | +14.3% | +2.4% | +11.2% |
| 1Y | +21.4% | +18.2% | +3.3% | +14.4% |
| 3Y | +43.2% | +33.2% | +10.1% | +26.8% |
| All | +28.6% | +173.3% | -144.7% | -23.4% |
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