+33.3%
ACI vs XHB
+155.4%
-122.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +1.2% | +9.9% | -8.7% | -0.7% |
| 3M | +6.8% | -6.3% | +13.1% | +8.1% |
| 6M | -18.7% | +3.8% | -22.6% | -19.7% |
| YTD | -20.2% | +0.1% | -20.4% | -20.9% |
| 1Y | -23.7% | -0.8% | -22.9% | -24.2% |
| 3Y | -31.6% | +35.6% | -67.2% | -38.5% |
| 5Y | -42.8% | +29.6% | -72.3% | -49.0% |
| All | +33.3% | +155.4% | -122.1% | -6.6% |
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