+42.6%
XOP vs ACGL
+332.3%
-289.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -10.0% | -1.1% | -8.9% | -9.6% |
| 30D | -9.1% | +13.1% | -22.2% | -15.4% |
| 3M | +5.1% | +9.8% | -4.7% | -0.8% |
| 6M | +6.4% | +15.3% | -8.9% | -2.9% |
| YTD | +39.7% | +12.7% | +27.0% | +27.9% |
| 1Y | +37.2% | +20.7% | +16.5% | +20.5% |
| 3Y | +37.6% | +34.3% | +3.3% | +8.5% |
| 5Y | +76.5% | +170.6% | -94.1% | -17.1% |
| 10Y | +42.6% | +330.6% | -287.9% | -44.8% |
| All | +42.6% | +332.3% | -289.7% | -44.8% |
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