+252.4%
XLI vs ACGL
+263.8%
-11.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | +1.0% | -2.9% | +3.9% | +2.3% |
| 30D | -5.8% | -2.8% | -3.0% | -4.7% |
| 3M | +0.7% | +6.8% | -6.1% | -2.7% |
| 6M | +3.2% | -1.5% | +4.7% | +3.1% |
| YTD | +13.0% | -0.2% | +13.3% | +11.9% |
| 1Y | +16.8% | +5.3% | +11.5% | +12.4% |
| 3Y | +72.4% | +30.3% | +42.1% | +45.2% |
| 5Y | +82.8% | +151.8% | -69.1% | +6.3% |
| 10Y | +252.4% | +266.9% | -14.4% | +65.2% |
| All | +252.4% | +263.8% | -11.4% | +65.2% |
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