+136.0%
XLC vs ACGL
+330.1%
-194.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +3.7% | +2.2% | +1.5% | +3.0% |
| 30D | -1.9% | +12.3% | -14.2% | -5.6% |
| 3M | -3.1% | +11.8% | -14.9% | -6.7% |
| 6M | -6.4% | +17.5% | -23.8% | -11.4% |
| YTD | -6.8% | +14.3% | -21.1% | -11.4% |
| 1Y | -1.7% | +18.2% | -19.9% | -7.6% |
| 3Y | +64.7% | +33.2% | +31.5% | +45.5% |
| 5Y | +41.1% | +174.3% | -133.2% | -7.7% |
| All | +136.0% | +330.1% | -194.0% | +18.8% |
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 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