+423.1%
XLF vs ACGL
+5,016.6%
-4,593.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | +6.0% | +13.1% | -7.2% | +0.2% |
| 3M | +1.0% | +9.8% | -8.8% | -3.2% |
| 6M | +14.0% | +15.3% | -1.3% | +6.4% |
| YTD | +7.2% | +12.7% | -5.5% | +0.7% |
| 1Y | +11.6% | +20.7% | -9.1% | +1.6% |
| 3Y | +81.2% | +34.3% | +46.9% | +54.1% |
| 5Y | +57.9% | +170.6% | -112.7% | -4.3% |
| 10Y | +234.4% | +330.6% | -96.2% | +63.0% |
| All | +423.1% | +5,016.6% | -4,593.5% | +55.7% |
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