+533.2%
XYZ vs ACGL
+319.8%
+213.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -1.0% | -0.7% | -0.2% | -0.6% |
| 30D | -1.7% | -1.0% | -0.7% | -1.3% |
| 3M | +16.7% | +11.0% | +5.7% | +10.2% |
| 6M | +26.9% | -0.3% | +27.2% | +26.0% |
| YTD | +27.1% | +2.3% | +24.9% | +23.9% |
| 1Y | +9.3% | +6.4% | +2.9% | +3.7% |
| 3Y | +42.3% | +34.0% | +8.3% | +13.1% |
| 5Y | -69.3% | +161.6% | -231.0% | -84.1% |
| 10Y | +586.8% | +278.6% | +308.2% | +165.3% |
| All | +533.2% | +319.8% | +213.4% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling