+59.1%
XEL vs ACI
+32.8%
+26.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.4% | +2.3% | +0.2% | +2.2% |
| 30D | +8.3% | +1.2% | +7.1% | +8.1% |
| 3M | +4.2% | +6.8% | -2.6% | +3.4% |
| 6M | +3.7% | -18.7% | +22.5% | +5.4% |
| YTD | +13.1% | -20.2% | +33.3% | +15.0% |
| 1Y | +5.0% | -23.7% | +28.7% | +7.2% |
| 3Y | +55.0% | -31.6% | +86.6% | +59.4% |
| 5Y | +51.8% | -42.8% | +94.6% | +56.0% |
| All | +59.1% | +32.8% | +26.2% | +57.6% |
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