+45.4%
XEL vs ACI
-45.8%
+91.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -1.2% | -7.1% | +5.9% | -0.5% |
| 30D | -2.9% | -4.5% | +1.6% | -2.5% |
| 3M | -2.7% | -22.3% | +19.6% | -0.3% |
| 6M | -6.5% | -28.4% | +21.9% | -3.2% |
| YTD | +3.6% | -29.5% | +33.1% | +7.5% |
| 1Y | +7.5% | -34.2% | +41.7% | +12.5% |
| All | +45.4% | -45.8% | +91.2% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling