+599.5%
XYZ vs ACGL
+337.7%
+261.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.2% |
| 7D | +12.1% | +0.9% | +11.3% | +11.8% |
| 30D | +12.4% | +13.7% | -1.4% | +5.4% |
| 3M | +8.2% | +8.0% | +0.1% | +3.9% |
| 6M | +20.7% | +13.3% | +7.4% | +12.6% |
| YTD | +31.3% | +11.8% | +19.5% | +22.3% |
| 1Y | +20.5% | +22.2% | -1.7% | +6.9% |
| 3Y | +72.6% | +32.5% | +40.1% | +40.0% |
| 5Y | -64.0% | +160.2% | -224.2% | -81.2% |
| All | +599.5% | +337.7% | +261.8% | +163.9% |
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