+33.3%
ACI vs XME
+378.6%
-345.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +1.2% | -6.1% | +7.4% | +1.9% |
| 3M | +6.8% | -18.6% | +25.4% | +9.2% |
| 6M | -18.7% | -23.9% | +5.2% | -16.4% |
| YTD | -20.2% | -9.3% | -10.9% | -20.7% |
| 1Y | -23.7% | +1.8% | -25.5% | -25.8% |
| 3Y | -31.6% | +93.0% | -124.6% | -42.4% |
| 5Y | -42.8% | +107.0% | -149.8% | -53.0% |
| All | +33.3% | +378.6% | -345.3% | +6.5% |
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