+127.5%
XLC vs ACGL
+320.9%
-193.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | -5.8% | +13.7% | -19.5% | -9.7% |
| 3M | -5.4% | +8.0% | -13.5% | -7.9% |
| 6M | -10.2% | +13.3% | -23.5% | -14.1% |
| YTD | -10.2% | +11.8% | -22.0% | -14.0% |
| 1Y | -5.6% | +22.2% | -27.9% | -12.3% |
| 3Y | +61.0% | +32.5% | +28.5% | +42.3% |
| 5Y | +35.2% | +160.2% | -124.9% | -9.9% |
| All | +127.5% | +320.9% | -193.4% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling