-45.0%
ACI vs XHB
+24.0%
-69.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.8% |
| 30D | -2.3% | -8.3% | +6.0% | -1.3% |
| 3M | -23.2% | -7.1% | -16.0% | -22.6% |
| 6M | -29.5% | -5.3% | -24.2% | -29.2% |
| YTD | -28.6% | -3.2% | -25.4% | -28.6% |
| 1Y | -34.0% | -13.9% | -20.2% | -33.0% |
| All | -45.0% | +24.0% | -69.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling