+88.2%
XLRE vs ACGL
+276.6%
-188.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.2% | -2.0% | +0.9% | -0.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.0% |
| 3M | -2.5% | +5.4% | -7.9% | -4.6% |
| 6M | +4.0% | +1.4% | +2.6% | +3.1% |
| YTD | +9.3% | +0.2% | +9.1% | +8.5% |
| 1Y | +5.6% | +4.1% | +1.5% | +3.0% |
| 3Y | +31.3% | +28.2% | +3.0% | +14.4% |
| 5Y | +9.5% | +159.5% | -150.0% | -32.9% |
| All | +88.2% | +276.6% | -188.4% | -3.5% |
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