+543.0%
XYZ vs ACGL
+373.2%
+169.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +9.2% | +6.4% | +2.8% | +6.0% |
| 30D | +9.8% | +16.6% | -6.8% | +1.8% |
| 3M | -0.2% | +11.6% | -11.8% | -5.6% |
| 6M | +18.0% | +17.5% | +0.5% | +8.1% |
| YTD | +29.1% | +15.3% | +13.8% | +18.6% |
| 1Y | +14.1% | +26.3% | -12.2% | -0.3% |
| 3Y | +72.6% | +35.9% | +36.7% | +38.5% |
| 5Y | -64.6% | +168.2% | -232.8% | -81.6% |
| 10Y | +590.0% | +352.0% | +238.0% | +144.1% |
| All | +543.0% | +373.2% | +169.8% | +114.6% |
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