+141.0%
XYL vs ACGL
+263.8%
-122.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +4.1% |
| 7D | +1.8% | -2.9% | +4.7% | +3.2% |
| 30D | -9.2% | -2.8% | -6.4% | -8.1% |
| 3M | -0.3% | +6.8% | -7.1% | -3.6% |
| 6M | -11.0% | -1.5% | -9.4% | -10.9% |
| YTD | -19.2% | -0.2% | -19.0% | -20.0% |
| 1Y | -21.2% | +5.3% | -26.5% | -24.2% |
| 3Y | +18.6% | +30.3% | -11.7% | -1.1% |
| 5Y | -14.3% | +151.8% | -166.1% | -51.7% |
| 10Y | +141.0% | +266.9% | -125.8% | +7.0% |
| All | +141.0% | +263.8% | -122.8% | +7.0% |
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