+4.3%
ACN vs XLB
+21.4%
-17.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -5.7% | 0.0% | -5.8% | -5.7% |
| 30D | +17.0% | +5.3% | +11.8% | +16.0% |
| 3M | +39.9% | 0.0% | +39.9% | +40.1% |
| 6M | +50.2% | +1.2% | +49.0% | +49.9% |
| YTD | -4.2% | +16.9% | -21.1% | -10.4% |
| 1Y | +4.3% | +20.9% | -16.6% | -4.7% |
| All | +4.3% | +21.4% | -17.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling