+174.3%
XLE vs ACGL
+276.1%
-101.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | 0.0% |
| 7D | +2.2% | -0.7% | +3.0% | +2.6% |
| 30D | +11.8% | -1.0% | +12.8% | +12.3% |
| 3M | +9.8% | +11.0% | -1.2% | +3.5% |
| 6M | +15.6% | -0.3% | +15.9% | +14.7% |
| YTD | +45.3% | +2.3% | +43.0% | +41.8% |
| 1Y | +48.3% | +6.4% | +41.9% | +41.2% |
| 3Y | +55.4% | +34.0% | +21.5% | +24.9% |
| 5Y | +216.1% | +161.6% | +54.5% | +61.6% |
| All | +174.3% | +276.1% | -101.8% | +23.1% |
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