+111.7%
XME vs ACGL
+173.3%
-61.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.2% |
| 30D | -6.1% | +12.3% | -18.4% | -8.8% |
| 3M | -18.6% | +11.8% | -30.4% | -21.0% |
| 6M | -23.9% | +17.5% | -41.4% | -27.6% |
| YTD | -9.3% | +14.3% | -23.6% | -13.5% |
| 1Y | +1.8% | +18.2% | -16.4% | -4.0% |
| 3Y | +93.0% | +33.2% | +59.8% | +69.1% |
| All | +111.7% | +173.3% | -61.6% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling