-42.4%
ACI vs XHB
+28.9%
-71.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +6.8% | -6.3% | +13.1% | +7.9% |
| 6M | -18.7% | +3.8% | -22.6% | -19.6% |
| YTD | -20.2% | +0.1% | -20.4% | -20.8% |
| 1Y | -23.7% | -0.8% | -22.9% | -24.1% |
| 3Y | -31.6% | +35.6% | -67.2% | -37.6% |
| All | -42.4% | +28.9% | -71.3% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling