+1,320.0%
XLK vs ACGL
+5,064.9%
-3,744.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -4.3% | +1.3% | -5.6% | -4.6% |
| 30D | -15.0% | +14.2% | -29.2% | -18.1% |
| 3M | -9.2% | +11.1% | -20.3% | -12.0% |
| 6M | -3.5% | +16.4% | -19.9% | -8.2% |
| YTD | +17.7% | +13.8% | +4.0% | +12.2% |
| 1Y | +14.9% | +21.6% | -6.7% | +7.5% |
| 3Y | +91.8% | +33.5% | +58.2% | +71.7% |
| 5Y | +113.1% | +174.8% | -61.8% | +53.4% |
| 10Y | +703.1% | +330.4% | +372.8% | +401.8% |
| All | +1,320.0% | +5,064.9% | -3,744.9% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling