+49.9%
XLE vs ACGL
+28.7%
+21.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -4.7% |
| 7D | -7.2% | +8.0% | -15.2% | -7.4% |
| 30D | +0.1% | +17.3% | -17.2% | -0.4% |
| 3M | +9.2% | +11.2% | -2.0% | +8.7% |
| 6M | +8.4% | +18.2% | -9.8% | +8.0% |
| YTD | +44.9% | +15.4% | +29.5% | +43.4% |
| 1Y | +49.9% | +26.5% | +23.3% | +46.7% |
| All | +49.9% | +28.7% | +21.1% | +46.7% |
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 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