-17.1%
XYL vs ACGL
+161.8%
-178.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -13.2% | -1.0% | -12.2% | -13.0% |
| 3M | -3.7% | +11.0% | -14.8% | -7.2% |
| 6M | -17.7% | -0.3% | -17.4% | -17.8% |
| YTD | -21.5% | +2.3% | -23.8% | -22.6% |
| 1Y | -24.5% | +6.4% | -30.9% | -26.7% |
| 3Y | +6.9% | +34.0% | -27.0% | -7.8% |
| All | -17.1% | +161.8% | -178.9% | -50.6% |
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