-21.8%
XYL vs ACGL
+159.2%
-181.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.2% |
| 7D | +5.9% | +0.9% | +5.0% | +5.6% |
| 30D | -3.9% | +13.7% | -17.6% | -7.9% |
| 3M | -18.7% | +8.0% | -26.7% | -20.8% |
| 6M | -16.9% | +13.3% | -30.2% | -20.4% |
| YTD | -27.4% | +11.8% | -39.2% | -30.4% |
| 1Y | -34.0% | +22.2% | -56.3% | -38.9% |
| 3Y | +5.6% | +32.5% | -26.9% | -7.4% |
| All | -21.8% | +159.2% | -181.0% | -53.7% |
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