+1,117.4%
XLI vs ACGL
+4,542.5%
-3,425.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -5.9% | -1.0% | -4.9% | -5.7% |
| 3M | -0.3% | +11.0% | -11.3% | -3.8% |
| 6M | +0.1% | -0.3% | +0.5% | -0.3% |
| YTD | +13.6% | +2.3% | +11.3% | +12.0% |
| 1Y | +17.2% | +6.4% | +10.8% | +13.8% |
| 3Y | +68.2% | +34.0% | +34.2% | +49.2% |
| 5Y | +80.7% | +161.6% | -80.9% | +27.5% |
| 10Y | +253.3% | +278.6% | -25.3% | +120.0% |
| All | +1,117.4% | +4,542.5% | -3,425.0% | +415.5% |
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 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