+92.7%
XOP vs ACGL
+173.3%
-80.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +6.3% | +2.2% | +4.2% | +5.7% |
| 30D | -6.6% | +12.3% | -18.9% | -10.0% |
| 3M | +3.6% | +11.8% | -8.3% | -0.2% |
| 6M | +10.8% | +17.5% | -6.7% | +4.7% |
| YTD | +48.3% | +14.3% | +34.0% | +40.6% |
| 1Y | +42.9% | +18.2% | +24.8% | +33.8% |
| 3Y | +43.3% | +33.2% | +10.1% | +25.7% |
| All | +92.7% | +173.3% | -80.6% | +3.3% |
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 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