+166.3%
XME vs ACGL
+1,638.1%
-1,471.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.3% | +5.1% |
| 7D | -4.5% | +0.9% | -5.3% | -5.1% |
| 30D | -10.9% | +13.7% | -24.6% | -17.9% |
| 3M | -15.3% | +8.0% | -23.3% | -19.9% |
| 6M | -24.6% | +13.3% | -37.9% | -31.8% |
| YTD | -9.6% | +11.8% | -21.5% | -18.5% |
| 1Y | +2.9% | +22.2% | -19.3% | -12.3% |
| 3Y | +86.9% | +32.5% | +54.4% | +43.2% |
| 5Y | +115.2% | +160.2% | -45.0% | -0.8% |
| 10Y | +305.7% | +338.5% | -32.8% | +13.9% |
| All | +166.3% | +1,638.1% | -1,471.8% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling