+107.7%
XLRE vs ACGL
+322.9%
-215.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +6.0% | +12.8% | -6.7% | +1.2% |
| 3M | +0.5% | +12.3% | -11.7% | -4.0% |
| 6M | +1.2% | +15.8% | -14.6% | -4.7% |
| YTD | +12.6% | +13.9% | -1.3% | +6.3% |
| 1Y | +11.0% | +19.0% | -8.0% | +3.0% |
| 3Y | +43.0% | +33.7% | +9.3% | +23.3% |
| 5Y | +9.1% | +173.4% | -164.3% | -34.0% |
| All | +107.7% | +322.9% | -215.2% | +3.0% |
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