+49.9%
XOP vs ACGL
+329.5%
-279.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.5% | -1.4% | +1.8% | +1.2% |
| 30D | -7.3% | +12.4% | -19.6% | -13.4% |
| 3M | +1.4% | +11.1% | -9.7% | -4.9% |
| 6M | +7.8% | +16.3% | -8.6% | -2.1% |
| YTD | +44.5% | +13.8% | +30.7% | +31.6% |
| 1Y | +37.0% | +20.4% | +16.6% | +20.6% |
| 3Y | +40.8% | +33.6% | +7.2% | +11.5% |
| 5Y | +88.7% | +176.8% | -88.2% | -12.8% |
| 10Y | +49.9% | +324.6% | -274.7% | -43.6% |
| All | +49.9% | +329.5% | -279.6% | -43.6% |
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 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