-63.9%
XYZ vs ACGL
+159.2%
-223.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.8% |
| 7D | +12.1% | +0.9% | +11.3% | +11.9% |
| 30D | +12.4% | +13.7% | -1.4% | +7.4% |
| 3M | +8.2% | +8.0% | +0.1% | +5.2% |
| 6M | +20.7% | +13.3% | +7.4% | +14.9% |
| YTD | +31.3% | +11.8% | +19.5% | +24.9% |
| 1Y | +20.5% | +22.2% | -1.7% | +10.3% |
| 3Y | +72.6% | +32.5% | +40.1% | +45.8% |
| All | -63.9% | +159.2% | -223.1% | -83.2% |
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 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