+513.3%
XRT vs ACGL
+1,489.3%
-976.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +0.8% | -0.7% | +1.6% | +1.1% |
| 30D | -4.2% | -1.0% | -3.2% | -3.8% |
| 3M | +5.1% | +11.0% | -6.0% | -0.5% |
| 6M | +2.4% | -0.3% | +2.7% | +1.9% |
| YTD | +3.2% | +2.3% | +0.9% | +1.0% |
| 1Y | +1.5% | +6.4% | -4.9% | -2.9% |
| 3Y | +40.6% | +34.0% | +6.6% | +14.6% |
| 5Y | -1.0% | +161.6% | -162.6% | -45.6% |
| 10Y | +128.4% | +278.6% | -150.2% | -7.6% |
| All | +513.3% | +1,489.3% | -976.0% | -1.3% |
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