+96.1%
XME vs ACGL
+33.3%
+62.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +5.3% | -1.2% | +6.5% | +5.3% |
| 30D | -8.2% | +12.8% | -21.0% | -8.1% |
| 3M | -18.4% | +12.3% | -30.7% | -18.3% |
| 6M | -22.8% | +15.8% | -38.7% | -22.9% |
| YTD | -7.9% | +13.9% | -21.8% | -8.2% |
| 1Y | -0.9% | +19.0% | -19.9% | -1.9% |
| All | +96.1% | +33.3% | +62.8% | +105.3% |
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 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