+67.4%
XLI vs ACGL
+31.5%
+35.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.6% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -3.1% | +13.7% | -16.8% | -5.3% |
| 3M | -11.7% | +8.0% | -19.8% | -13.0% |
| 6M | -7.6% | +13.3% | -20.8% | -9.8% |
| YTD | +5.7% | +11.8% | -6.1% | +3.2% |
| 1Y | +7.8% | +22.2% | -14.4% | +3.0% |
| 3Y | +67.4% | +32.5% | +34.9% | +64.4% |
| All | +67.4% | +31.5% | +35.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling