+7.0%
XLRE vs ACGL
+158.6%
-151.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -2.4% | -2.8% | +0.4% | -1.7% |
| 3M | +0.6% | +6.8% | -6.2% | -1.1% |
| 6M | +3.9% | -1.5% | +5.5% | +4.1% |
| YTD | +10.5% | -0.2% | +10.7% | +10.2% |
| 1Y | +8.4% | +5.3% | +3.1% | +6.4% |
| 3Y | +32.8% | +30.3% | +2.5% | +21.4% |
| 5Y | +7.0% | +151.8% | -144.8% | -24.1% |
| All | +7.0% | +158.6% | -151.6% | -24.1% |
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