+235.2%
XLI vs ACGL
+332.3%
-97.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -0.2% | +13.1% | -13.3% | -5.6% |
| 3M | -8.6% | +9.8% | -18.3% | -12.4% |
| 6M | -2.0% | +15.3% | -17.3% | -8.7% |
| YTD | +9.7% | +12.7% | -3.0% | +2.8% |
| 1Y | +11.4% | +20.7% | -9.3% | +1.1% |
| 3Y | +74.2% | +34.3% | +39.9% | +45.9% |
| 5Y | +70.0% | +170.6% | -100.6% | -3.9% |
| 10Y | +235.2% | +330.6% | -95.3% | +45.5% |
| All | +235.2% | +332.3% | -97.1% | +45.5% |
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