+169.4%
XLV vs ACGL
+276.6%
-107.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -2.0% | -1.5% | -2.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +7.8% | +5.4% | +2.3% | +6.0% |
| 6M | +9.1% | +1.4% | +7.8% | +8.4% |
| YTD | +7.7% | +0.2% | +7.6% | +7.3% |
| 1Y | +20.4% | +4.1% | +16.3% | +18.3% |
| 3Y | +30.8% | +28.2% | +2.5% | +18.0% |
| 5Y | +34.6% | +159.5% | -124.9% | -6.5% |
| All | +169.4% | +276.6% | -107.2% | +61.7% |
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