+816.1%
XLB vs ACGL
+4,976.9%
-4,160.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | +0.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.1% | +13.7% | -7.7% | +1.8% |
| 3M | 0.0% | +8.0% | -8.0% | -2.5% |
| 6M | 0.0% | +13.3% | -13.3% | -4.3% |
| YTD | +16.0% | +11.8% | +4.2% | +11.2% |
| 1Y | +24.7% | +22.2% | +2.5% | +16.2% |
| 3Y | +40.4% | +32.5% | +7.9% | +25.4% |
| 5Y | +30.7% | +160.2% | -129.5% | -7.3% |
| 10Y | +173.3% | +338.5% | -165.3% | +63.0% |
| All | +816.1% | +4,976.9% | -4,160.8% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling