+719.7%
XLK vs ACGL
+324.4%
+395.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +3.4% | +2.2% | +1.2% | +2.7% |
| 30D | -10.6% | +12.3% | -22.9% | -14.1% |
| 3M | -10.6% | +11.8% | -22.4% | -14.2% |
| 6M | -3.5% | +17.5% | -20.9% | -9.6% |
| YTD | +18.7% | +14.3% | +4.4% | +11.6% |
| 1Y | +19.4% | +18.2% | +1.3% | +10.9% |
| 3Y | +94.5% | +33.2% | +61.3% | +67.4% |
| 5Y | +111.2% | +174.3% | -63.1% | +29.7% |
| All | +719.7% | +324.4% | +395.3% | +329.7% |
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