+82.5%
XOP vs ACGL
+1,489.3%
-1,406.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | +15.4% | -1.0% | +16.4% | +16.1% |
| 3M | +12.1% | +11.0% | +1.0% | +3.8% |
| 6M | +19.7% | -0.3% | +20.0% | +18.1% |
| YTD | +52.4% | +2.3% | +50.1% | +47.1% |
| 1Y | +47.6% | +6.4% | +41.2% | +38.1% |
| 3Y | +34.4% | +34.0% | +0.4% | +1.7% |
| 5Y | +154.4% | +161.6% | -7.3% | +14.2% |
| 10Y | +54.7% | +278.6% | -223.9% | -48.9% |
| All | +82.5% | +1,489.3% | -1,406.8% | -79.2% |
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