+42.0%
XLP vs ACGL
+159.2%
-117.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.6% |
| 7D | +0.7% | +0.9% | -0.1% | +0.6% |
| 30D | +10.3% | +13.7% | -3.5% | +7.2% |
| 3M | +6.5% | +8.0% | -1.5% | +4.7% |
| 6M | +8.4% | +13.3% | -4.9% | +5.4% |
| YTD | +18.2% | +11.8% | +6.4% | +15.0% |
| 1Y | +22.4% | +22.2% | +0.2% | +16.9% |
| 3Y | +41.9% | +32.5% | +9.4% | +32.2% |
| All | +42.0% | +159.2% | -117.2% | +7.8% |
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