+20.7%
XLK vs ACGL
+28.7%
-8.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | +1.6% |
| 7D | -7.6% | +8.0% | -15.6% | -3.0% |
| 30D | -12.2% | +17.3% | -29.5% | -3.0% |
| 3M | -5.5% | +11.2% | -16.7% | +1.4% |
| 6M | +9.2% | +18.2% | -9.0% | +22.8% |
| YTD | +23.0% | +15.4% | +7.6% | +37.3% |
| 1Y | +20.7% | +26.5% | -5.8% | +40.0% |
| All | +20.7% | +28.7% | -8.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling