+566.3%
XLP vs ACGL
+5,137.8%
-4,571.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.8% |
| 7D | +5.9% | +8.0% | -2.1% | +4.3% |
| 30D | +13.5% | +17.3% | -3.8% | +10.0% |
| 3M | +8.4% | +11.2% | -2.8% | +6.2% |
| 6M | +11.5% | +18.2% | -6.6% | +8.0% |
| YTD | +20.6% | +15.4% | +5.2% | +17.1% |
| 1Y | +24.3% | +26.5% | -2.2% | +18.6% |
| 3Y | +45.1% | +36.1% | +9.0% | +35.3% |
| 5Y | +44.6% | +175.9% | -131.3% | +16.7% |
| 10Y | +133.1% | +352.4% | -219.3% | +69.0% |
| All | +566.3% | +5,137.8% | -4,571.5% | +291.8% |
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