+43.8%
XLU vs ACGL
+152.7%
-108.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.6% | -2.1% | +2.8% | +1.1% |
| 30D | -0.4% | -2.2% | +1.7% | 0.0% |
| 3M | -1.7% | +6.3% | -8.1% | -3.2% |
| 6M | -7.1% | +0.5% | -7.6% | -7.4% |
| YTD | +1.9% | +0.2% | +1.7% | +1.5% |
| 1Y | +6.1% | +7.3% | -1.2% | +3.9% |
| 3Y | +48.8% | +30.8% | +17.9% | +37.6% |
| 5Y | +43.8% | +155.8% | -112.0% | +6.8% |
| All | +43.8% | +152.7% | -108.9% | +6.8% |
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