+43.2%
XME vs ACGL
+2.4%
+40.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +0.1% |
| 7D | +3.6% | -2.9% | +6.6% | +2.3% |
| 30D | +3.6% | -2.8% | +6.5% | +2.5% |
| 3M | +1.2% | +6.8% | -5.6% | +3.6% |
| 6M | +9.0% | -1.5% | +10.6% | +9.8% |
| YTD | +15.9% | -0.2% | +16.1% | +16.8% |
| 1Y | +43.2% | +5.3% | +37.9% | +45.7% |
| All | +43.2% | +2.4% | +40.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling