+539.0%
XRT vs ACGL
+1,691.4%
-1,152.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +2.3% | +6.4% | -4.1% | -0.6% |
| 30D | +9.8% | +16.6% | -6.8% | +2.0% |
| 3M | -0.2% | +11.6% | -11.8% | -5.4% |
| 6M | +8.4% | +17.5% | -9.1% | -0.3% |
| YTD | +7.5% | +15.3% | -7.7% | -0.7% |
| 1Y | +13.2% | +26.3% | -13.1% | -0.1% |
| 3Y | +52.0% | +35.9% | +16.1% | +24.3% |
| 5Y | -3.2% | +168.2% | -171.3% | -47.0% |
| 10Y | +157.1% | +352.0% | -194.9% | -5.2% |
| All | +539.0% | +1,691.4% | -1,152.3% | -3.0% |
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 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