+21.6%
ACI vs XME
+479.7%
-458.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.4% |
| 7D | -3.7% | -4.2% | +0.5% | -3.2% |
| 30D | +0.6% | -2.7% | +3.3% | +0.8% |
| 3M | -20.3% | -3.9% | -16.4% | -20.1% |
| 6M | -24.7% | -1.0% | -23.7% | -25.1% |
| YTD | -27.2% | +9.8% | -37.0% | -29.2% |
| 1Y | -32.7% | +32.5% | -65.3% | -37.1% |
| 3Y | -43.9% | +124.3% | -168.2% | -53.4% |
| 5Y | -38.9% | +165.8% | -204.7% | -51.2% |
| All | +21.6% | +479.7% | -458.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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