+127.5%
XLP vs ACGL
+351.1%
-223.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.5% | +6.4% | -2.9% | +1.7% |
| 30D | +11.6% | +16.6% | -5.1% | +6.9% |
| 3M | +7.6% | +11.6% | -3.9% | +4.4% |
| 6M | +10.0% | +17.5% | -7.4% | +5.1% |
| YTD | +19.7% | +15.3% | +4.5% | +14.7% |
| 1Y | +23.5% | +26.3% | -2.8% | +15.3% |
| 3Y | +44.0% | +35.9% | +8.0% | +29.8% |
| 5Y | +42.7% | +168.2% | -125.5% | +2.6% |
| All | +127.5% | +351.1% | -223.6% | +51.5% |
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