+832.0%
XLB vs ACGL
+5,064.9%
-4,232.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +6.9% | +14.2% | -7.3% | +2.5% |
| 3M | -0.2% | +11.1% | -11.2% | -3.5% |
| 6M | +3.3% | +16.4% | -13.1% | -1.9% |
| YTD | +18.0% | +13.8% | +4.3% | +12.5% |
| 1Y | +24.2% | +21.6% | +2.7% | +15.9% |
| 3Y | +44.7% | +33.5% | +11.2% | +28.9% |
| 5Y | +31.6% | +174.8% | -143.3% | -8.2% |
| 10Y | +164.2% | +330.4% | -166.1% | +58.3% |
| All | +832.0% | +5,064.9% | -4,232.9% | +277.6% |
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 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