+17.7%
ACI vs XHB
+141.1%
-123.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | -7.1% | -5.2% | -1.8% | -6.0% |
| 30D | -4.5% | -12.1% | +7.6% | -2.0% |
| 3M | -22.3% | -6.2% | -16.1% | -21.5% |
| 6M | -28.4% | -6.7% | -21.7% | -27.8% |
| YTD | -29.5% | -5.5% | -24.1% | -29.2% |
| 1Y | -34.2% | -15.6% | -18.6% | -32.3% |
| 3Y | -45.7% | +22.0% | -67.7% | -49.9% |
| 5Y | -40.8% | +31.8% | -72.6% | -47.9% |
| All | +17.7% | +141.1% | -123.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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