+65.5%
XLF vs ACGL
+158.6%
-93.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +1.3% |
| 30D | -0.5% | -2.8% | +2.3% | +0.6% |
| 3M | +10.6% | +6.8% | +3.8% | +7.5% |
| 6M | +14.3% | -1.5% | +15.8% | +14.5% |
| YTD | +5.5% | -0.2% | +5.7% | +4.8% |
| 1Y | +9.6% | +5.3% | +4.3% | +6.2% |
| 3Y | +75.2% | +30.3% | +44.9% | +51.1% |
| 5Y | +65.5% | +151.8% | -86.3% | -3.1% |
| All | +65.5% | +158.6% | -93.1% | -3.1% |
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 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