+31.0%
XLV vs ACGL
+30.5%
+0.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -4.4% | -3.6% | -0.8% | -3.5% |
| 30D | -1.4% | -2.1% | +0.7% | -0.9% |
| 3M | +8.9% | +5.4% | +3.5% | +7.6% |
| 6M | +9.1% | 0.0% | +9.1% | +9.0% |
| YTD | +7.9% | +0.3% | +7.6% | +7.6% |
| 1Y | +22.7% | +6.2% | +16.6% | +20.6% |
| All | +31.0% | +30.5% | +0.5% | +23.0% |
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 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