+67.0%
XOP vs ACGL
+1,638.1%
-1,571.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.7% |
| 7D | -14.7% | +0.9% | -15.6% | -15.5% |
| 30D | -7.7% | +13.7% | -21.4% | -15.3% |
| 3M | +4.4% | +8.0% | -3.6% | -1.3% |
| 6M | +3.5% | +13.3% | -9.7% | -5.8% |
| YTD | +39.4% | +11.8% | +27.6% | +26.4% |
| 1Y | +39.8% | +22.2% | +17.5% | +19.4% |
| 3Y | +29.7% | +32.5% | -2.8% | -0.2% |
| 5Y | +78.6% | +160.2% | -81.6% | -19.1% |
| 10Y | +51.8% | +338.5% | -286.7% | -54.8% |
| All | +67.0% | +1,638.1% | -1,571.1% | -82.1% |
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