+62.9%
XLC vs ACGL
+34.9%
+28.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +6.2% | +1.3% | +5.0% | +6.0% |
| 30D | -2.4% | +14.2% | -16.6% | -4.3% |
| 3M | -3.3% | +11.1% | -14.4% | -4.9% |
| 6M | -7.3% | +16.4% | -23.7% | -9.5% |
| YTD | -7.6% | +13.8% | -21.4% | -9.6% |
| 1Y | -3.7% | +21.6% | -25.2% | -6.8% |
| 3Y | +62.9% | +33.5% | +29.4% | +57.7% |
| All | +62.9% | +34.9% | +28.1% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling