+20.4%
XLV vs ACGL
+5.9%
+14.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -2.0% | -1.5% | -3.0% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +7.8% | +5.4% | +2.3% | +6.8% |
| 6M | +9.1% | +1.4% | +7.8% | +8.8% |
| YTD | +7.7% | +0.2% | +7.6% | +7.4% |
| 1Y | +20.4% | +4.1% | +16.3% | +19.0% |
| All | +20.4% | +5.9% | +14.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling