+1,034.1%
XLV vs ACGL
+5,087.1%
-4,053.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +8.6% | +12.3% | -3.7% | +5.8% |
| 3M | +12.6% | +11.8% | +0.8% | +9.8% |
| 6M | +29.8% | +17.5% | +12.3% | +25.1% |
| YTD | +23.5% | +14.3% | +9.2% | +19.6% |
| 1Y | +25.7% | +18.2% | +7.5% | +20.8% |
| 3Y | +56.3% | +33.2% | +23.2% | +45.1% |
| 5Y | +53.1% | +174.3% | -121.2% | +20.1% |
| 10Y | +216.7% | +326.3% | -109.6% | +122.1% |
| All | +1,034.1% | +5,087.1% | -4,053.1% | +525.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling