+26.3%
ACI vs XHB
+156.9%
-130.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | +5.9% | -6.9% | +12.8% | +7.4% |
| 3M | -19.8% | -1.3% | -18.5% | -19.8% |
| 6M | -24.7% | -6.8% | -17.9% | -24.0% |
| YTD | -24.4% | +0.7% | -25.1% | -25.1% |
| 1Y | -31.5% | -11.2% | -20.3% | -30.2% |
| 3Y | -38.7% | +25.3% | -64.0% | -43.7% |
| 5Y | -42.8% | +37.3% | -80.1% | -50.0% |
| All | +26.3% | +156.9% | -130.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling