+988.5%
XLE vs ACGL
+5,132.6%
-4,144.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -10.3% | +6.4% | -16.7% | -12.3% |
| 30D | -3.3% | +16.6% | -19.9% | -8.5% |
| 3M | +8.2% | +11.6% | -3.4% | +3.9% |
| 6M | +5.0% | +17.5% | -12.4% | -1.2% |
| YTD | +40.6% | +15.3% | +25.3% | +32.6% |
| 1Y | +45.0% | +26.3% | +18.7% | +32.4% |
| 3Y | +56.3% | +35.9% | +20.4% | +36.7% |
| 5Y | +152.2% | +168.2% | -15.9% | +70.1% |
| 10Y | +173.0% | +352.0% | -179.0% | +56.3% |
| All | +988.5% | +5,132.6% | -4,144.1% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling