+152.6%
XRT vs ACGL
+332.3%
-179.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.9% |
| 30D | +10.3% | +13.1% | -2.8% | +5.4% |
| 3M | +2.4% | +9.8% | -7.4% | -1.2% |
| 6M | +10.0% | +15.3% | -5.3% | +3.8% |
| YTD | +9.5% | +12.7% | -3.2% | +3.9% |
| 1Y | +17.2% | +20.7% | -3.5% | +8.2% |
| 3Y | +62.0% | +34.3% | +27.7% | +39.0% |
| 5Y | -2.1% | +170.6% | -172.7% | -40.6% |
| 10Y | +152.6% | +330.6% | -178.0% | +15.8% |
| All | +152.6% | +332.3% | -179.8% | +15.8% |
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