-1.7%
XLC vs ACGL
+2.4%
-4.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.3% |
| 7D | +0.6% | -2.9% | +3.5% | +0.8% |
| 30D | +0.2% | -2.8% | +3.1% | +0.5% |
| 3M | +0.6% | +6.8% | -6.2% | +0.8% |
| 6M | -4.5% | -1.5% | -3.0% | -4.3% |
| YTD | -4.7% | -0.2% | -4.5% | -4.8% |
| 1Y | -1.7% | +5.3% | -6.9% | -1.4% |
| All | -1.7% | +2.4% | -4.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling