-22.6%
XYL vs ACGL
+173.3%
-195.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | +2.2% | -5.9% | -4.5% |
| 30D | -8.3% | +12.3% | -20.6% | -11.8% |
| 3M | -21.4% | +11.8% | -33.2% | -24.3% |
| 6M | -12.9% | +17.5% | -30.4% | -17.7% |
| YTD | -30.1% | +14.3% | -44.3% | -33.5% |
| 1Y | -35.2% | +18.2% | -53.3% | -39.1% |
| 3Y | -0.8% | +33.2% | -33.9% | -13.0% |
| All | -22.6% | +173.3% | -195.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling