+148.1%
XRT vs ACGL
+337.7%
-189.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +7.9% | +13.7% | -5.8% | +2.9% |
| 3M | -0.2% | +8.0% | -8.2% | -3.1% |
| 6M | +5.6% | +13.3% | -7.7% | +0.3% |
| YTD | +5.7% | +11.8% | -6.2% | +0.5% |
| 1Y | +14.6% | +22.2% | -7.7% | +5.3% |
| 3Y | +50.7% | +32.5% | +18.2% | +30.0% |
| 5Y | -4.8% | +160.2% | -165.0% | -41.3% |
| All | +148.1% | +337.7% | -189.6% | +13.0% |
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