+508.9%
XLP vs ACGL
+4,542.5%
-4,033.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | +3.8% | +11.0% | -7.2% | +1.7% |
| 6M | -1.7% | -0.3% | -1.4% | -1.8% |
| YTD | +10.3% | +2.3% | +8.0% | +9.6% |
| 1Y | +7.8% | +6.4% | +1.4% | +6.2% |
| 3Y | +27.2% | +34.0% | -6.8% | +18.9% |
| 5Y | +32.5% | +161.6% | -129.1% | +8.0% |
| 10Y | +101.8% | +278.6% | -176.8% | +51.0% |
| All | +508.9% | +4,542.5% | -4,033.5% | +266.5% |
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 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