+152.2%
XLE vs ACGL
+174.7%
-22.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -10.3% | +6.4% | -16.7% | -11.9% |
| 30D | -3.3% | +16.6% | -19.9% | -7.5% |
| 3M | +8.2% | +11.6% | -3.4% | +4.7% |
| 6M | +5.0% | +17.5% | -12.4% | -0.1% |
| YTD | +40.6% | +15.3% | +25.3% | +34.0% |
| 1Y | +45.0% | +26.3% | +18.7% | +34.2% |
| 3Y | +56.3% | +35.9% | +20.4% | +39.3% |
| 5Y | +152.2% | +168.2% | -15.9% | +58.2% |
| All | +152.2% | +174.7% | -22.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling