+47.9%
XBI vs ACI
+21.8%
+26.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -1.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.8% |
| 30D | +2.9% | +1.1% | +1.8% | +2.8% |
| 3M | +26.2% | -23.6% | +49.9% | +28.0% |
| 6M | +30.7% | -29.9% | +60.7% | +33.2% |
| YTD | +32.9% | -26.9% | +59.8% | +34.9% |
| 1Y | +72.3% | -34.2% | +106.5% | +76.3% |
| 3Y | +107.2% | -43.6% | +150.8% | +114.1% |
| 5Y | +23.2% | -42.4% | +65.6% | +25.6% |
| All | +47.9% | +21.8% | +26.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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