+132.2%
XRT vs ACGL
+322.9%
-190.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | +7.5% | +12.8% | -5.3% | +2.8% |
| 3M | +2.3% | +12.3% | -9.9% | -2.0% |
| 6M | +12.8% | +15.8% | -3.0% | +6.3% |
| YTD | +7.1% | +13.9% | -6.8% | +1.1% |
| 1Y | +12.3% | +19.0% | -6.8% | +4.3% |
| 3Y | +57.0% | +33.7% | +23.3% | +35.2% |
| 5Y | -4.3% | +173.4% | -177.7% | -42.1% |
| All | +132.2% | +322.9% | -190.7% | +13.7% |
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