+35.8%
XYZ vs ACGL
+19.1%
+16.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | -1.1% | +2.2% | -3.2% | -1.2% |
| 30D | +11.5% | +12.3% | -0.8% | +11.4% |
| 3M | +1.8% | +11.8% | -10.0% | +1.7% |
| 6M | +21.2% | +17.5% | +3.8% | +22.6% |
| YTD | +29.9% | +14.3% | +15.7% | +28.5% |
| 1Y | +35.8% | +18.2% | +17.6% | +31.1% |
| All | +35.8% | +19.1% | +16.6% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling