+71.5%
XLI vs ACGL
+33.8%
+37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +3.8% | +2.2% | +1.6% | +3.4% |
| 30D | +1.0% | +12.3% | -11.3% | -1.0% |
| 3M | -8.9% | +11.8% | -20.7% | -10.7% |
| 6M | -2.3% | +17.5% | -19.7% | -5.3% |
| YTD | +9.7% | +14.3% | -4.6% | +6.6% |
| 1Y | +12.3% | +18.2% | -5.9% | +8.3% |
| 3Y | +71.5% | +33.2% | +38.3% | +68.2% |
| All | +71.5% | +33.8% | +37.7% | +68.2% |
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 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