+42.4%
XLK vs ACGL
+5.7%
+36.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.2% |
| 7D | +2.3% | -2.1% | +4.5% | +1.2% |
| 30D | +0.8% | -2.2% | +3.0% | -0.2% |
| 3M | +4.1% | +6.3% | -2.3% | +7.2% |
| 6M | +34.8% | +0.5% | +34.2% | +37.1% |
| YTD | +30.8% | +0.2% | +30.6% | +33.0% |
| 1Y | +42.4% | +7.3% | +35.1% | +47.7% |
| All | +42.4% | +5.7% | +36.6% | +47.7% |
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 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