-21.2%
XYL vs ACGL
+2.4%
-23.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.1% |
| 30D | -9.2% | -2.8% | -6.4% | -9.0% |
| 3M | -0.3% | +6.8% | -7.1% | +0.2% |
| 6M | -11.0% | -1.5% | -9.4% | -10.3% |
| YTD | -19.2% | -0.2% | -19.0% | -18.4% |
| 1Y | -21.2% | +5.3% | -26.5% | -21.1% |
| All | -21.2% | +2.4% | -23.6% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling