+620.4%
XYZ vs ACGL
+329.3%
+291.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.8% |
| 7D | +12.6% | +1.3% | +11.4% | +12.0% |
| 30D | +10.8% | +14.2% | -3.4% | +3.7% |
| 3M | +8.4% | +11.1% | -2.7% | +2.7% |
| 6M | +14.3% | +16.4% | -2.0% | +5.2% |
| YTD | +31.5% | +13.8% | +17.7% | +21.4% |
| 1Y | +28.1% | +21.6% | +6.6% | +14.2% |
| 3Y | +66.2% | +33.5% | +32.6% | +34.4% |
| 5Y | -62.3% | +174.8% | -237.2% | -80.9% |
| All | +620.4% | +329.3% | +291.0% | +172.2% |
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