+925.7%
XLV vs ACGL
+4,542.5%
-3,616.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +4.4% | -1.0% | +5.4% | +4.6% |
| 3M | +13.2% | +11.0% | +2.2% | +10.6% |
| 6M | +10.1% | -0.3% | +10.4% | +10.0% |
| YTD | +11.7% | +2.3% | +9.4% | +10.9% |
| 1Y | +26.9% | +6.4% | +20.6% | +24.8% |
| 3Y | +35.0% | +34.0% | +1.0% | +25.0% |
| 5Y | +35.9% | +161.6% | -125.8% | +7.7% |
| 10Y | +179.0% | +278.6% | -99.6% | +100.8% |
| All | +925.7% | +4,542.5% | -3,616.8% | +480.3% |
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