+19.8%
XBI vs ACN
-43.7%
+63.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | -4.6% | -7.9% | +3.3% | -2.0% |
| 30D | -0.8% | -1.1% | +0.3% | -0.6% |
| 3M | +21.8% | +5.6% | +16.2% | +17.9% |
| 6M | +23.2% | -9.9% | +33.1% | +26.4% |
| YTD | +28.7% | -32.3% | +61.1% | +49.2% |
| 1Y | +67.8% | -25.3% | +93.1% | +83.6% |
| 3Y | +100.6% | -42.3% | +142.9% | +143.0% |
| 5Y | +19.8% | -43.5% | +63.3% | +37.6% |
| All | +19.8% | -43.7% | +63.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 5y: compounded portfolio wealth divided by compounded ACN 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…
5y analysis · Full analysis span regression · 6 months rolling