+776.9%
XLK vs ACGL
+277.0%
+499.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | -3.6% | +3.2% | +0.8% |
| 30D | -0.5% | -2.1% | +1.6% | +0.1% |
| 3M | +5.0% | +5.4% | -0.4% | +2.4% |
| 6M | +32.9% | 0.0% | +32.8% | +31.4% |
| YTD | +29.0% | +0.3% | +28.7% | +26.9% |
| 1Y | +37.8% | +6.2% | +31.7% | +32.3% |
| 3Y | +118.7% | +30.9% | +87.7% | +87.4% |
| 5Y | +145.6% | +159.8% | -14.3% | +52.8% |
| All | +776.9% | +277.0% | +499.8% | +363.8% |
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