+422.3%
XLF vs ACGL
+4,542.5%
-4,120.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | +11.7% | +11.0% | +0.7% | +6.3% |
| 6M | +13.8% | -0.3% | +14.1% | +13.4% |
| YTD | +7.0% | +2.3% | +4.7% | +5.1% |
| 1Y | +9.1% | +6.4% | +2.8% | +5.0% |
| 3Y | +75.6% | +34.0% | +41.7% | +49.1% |
| 5Y | +66.4% | +161.6% | -95.2% | +2.3% |
| 10Y | +250.3% | +278.6% | -28.3% | +80.6% |
| All | +422.3% | +4,542.5% | -4,120.2% | +62.6% |
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