+736.5%
XLK vs ACGL
+322.9%
+413.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +7.0% | -1.2% | +8.2% | +7.4% |
| 30D | -11.5% | +12.8% | -24.3% | -15.0% |
| 3M | -7.9% | +12.3% | -20.2% | -11.6% |
| 6M | -0.6% | +15.8% | -16.4% | -6.4% |
| YTD | +21.1% | +13.9% | +7.2% | +14.0% |
| 1Y | +18.8% | +19.0% | -0.2% | +10.0% |
| 3Y | +97.3% | +33.7% | +63.6% | +69.5% |
| 5Y | +115.5% | +173.4% | -57.9% | +32.5% |
| All | +736.5% | +322.9% | +413.5% | +339.0% |
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 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