+409.5%
XME vs ACGL
+263.8%
+145.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +2.2% |
| 7D | +3.6% | -2.9% | +6.6% | +4.9% |
| 30D | +3.6% | -2.8% | +6.5% | +4.8% |
| 3M | +1.2% | +6.8% | -5.6% | -2.7% |
| 6M | +9.0% | -1.5% | +10.6% | +8.3% |
| YTD | +15.9% | -0.2% | +16.1% | +13.6% |
| 1Y | +43.2% | +5.3% | +37.9% | +36.1% |
| 3Y | +137.4% | +30.3% | +107.1% | +93.6% |
| 5Y | +185.0% | +151.8% | +33.2% | +55.7% |
| 10Y | +409.5% | +266.9% | +142.6% | +125.7% |
| All | +409.5% | +263.8% | +145.7% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling