+167.2%
XLE vs ACGL
+337.7%
-170.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.5% |
| 7D | -12.0% | +0.9% | -12.9% | -12.6% |
| 30D | -2.7% | +13.7% | -16.5% | -9.1% |
| 3M | +6.6% | +8.0% | -1.5% | +2.0% |
| 6M | +9.5% | +13.3% | -3.8% | +1.8% |
| YTD | +40.6% | +11.8% | +28.7% | +30.6% |
| 1Y | +43.6% | +22.2% | +21.4% | +27.1% |
| 3Y | +58.1% | +32.5% | +25.6% | +29.1% |
| 5Y | +152.2% | +160.2% | -8.0% | +30.3% |
| All | +167.2% | +337.7% | -170.5% | +13.5% |
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