+251.6%
XLF vs ACGL
+270.1%
-18.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | -2.1% | +1.1% | +0.1% |
| 30D | -1.3% | -2.2% | +0.9% | -0.2% |
| 3M | +9.1% | +6.3% | +2.8% | +5.2% |
| 6M | +14.4% | +0.5% | +13.8% | +13.2% |
| YTD | +5.1% | +0.2% | +4.9% | +3.8% |
| 1Y | +8.6% | +7.3% | +1.4% | +3.0% |
| 3Y | +74.4% | +30.8% | +43.6% | +42.8% |
| 5Y | +64.4% | +155.8% | -91.4% | -13.6% |
| 10Y | +251.6% | +276.3% | -24.7% | +47.4% |
| All | +251.6% | +270.1% | -18.5% | +47.4% |
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