+49.9%
XLU vs ACGL
+29.8%
+20.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | +2.1% | -2.9% | +5.0% | +2.7% |
| 30D | -0.4% | -2.8% | +2.4% | +0.2% |
| 3M | +0.5% | +6.8% | -6.3% | -0.9% |
| 6M | -5.8% | -1.5% | -4.2% | -5.7% |
| YTD | +3.1% | -0.2% | +3.4% | +2.8% |
| 1Y | +8.1% | +5.3% | +2.8% | +6.4% |
| All | +49.9% | +29.8% | +20.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling