+425.8%
XLF vs ACGL
+5,064.9%
-4,639.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +1.9% | +1.3% | +0.7% | +1.4% |
| 30D | +6.5% | +14.2% | -7.7% | +0.3% |
| 3M | +1.2% | +11.1% | -9.9% | -3.6% |
| 6M | +14.6% | +16.4% | -1.8% | +6.5% |
| YTD | +7.7% | +13.8% | -6.1% | +0.8% |
| 1Y | +11.8% | +21.6% | -9.8% | +1.4% |
| 3Y | +80.1% | +33.5% | +46.5% | +53.5% |
| 5Y | +59.0% | +174.8% | -115.9% | -4.3% |
| 10Y | +224.2% | +330.4% | -106.2% | +57.9% |
| All | +425.8% | +5,064.9% | -4,639.1% | +55.9% |
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