+52.7%
XLU vs ACGL
+174.9%
-122.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -1.4% | +1.8% | +0.8% |
| 30D | +5.3% | +12.4% | -7.1% | +2.6% |
| 3M | +1.2% | +11.1% | -9.9% | -1.2% |
| 6M | -1.6% | +16.3% | -17.9% | -5.0% |
| YTD | +4.8% | +13.8% | -9.0% | +1.4% |
| 1Y | +0.5% | +20.4% | -19.9% | -4.0% |
| 3Y | +58.9% | +33.6% | +25.3% | +47.1% |
| 5Y | +52.7% | +176.8% | -124.1% | +11.0% |
| All | +52.7% | +174.9% | -122.2% | +11.0% |
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 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