+32.4%
XLY vs ACGL
+30.5%
+1.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | -3.6% | -0.2% | -3.4% |
| 30D | -6.1% | -2.1% | -4.0% | -5.8% |
| 3M | -1.2% | +5.4% | -6.5% | -2.0% |
| 6M | -1.8% | 0.0% | -1.8% | -2.0% |
| YTD | -5.9% | +0.3% | -6.2% | -6.2% |
| 1Y | -3.1% | +6.2% | -9.3% | -4.5% |
| All | +32.4% | +30.5% | +1.9% | +25.9% |
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 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