+146.6%
XLK vs ACGL
+152.7%
-6.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.3% | -2.1% | +4.5% | +2.7% |
| 30D | +0.8% | -2.2% | +3.0% | +1.1% |
| 3M | +4.1% | +6.3% | -2.3% | +2.3% |
| 6M | +34.8% | +0.5% | +34.2% | +33.8% |
| YTD | +30.8% | +0.2% | +30.6% | +29.6% |
| 1Y | +42.4% | +7.3% | +35.1% | +38.2% |
| 3Y | +121.8% | +30.8% | +91.0% | +96.4% |
| 5Y | +146.6% | +155.8% | -9.2% | +57.8% |
| All | +146.6% | +152.7% | -6.1% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling