+112.1%
XLB vs ACI
+18.9%
+93.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -2.9% | -5.0% | +2.1% | -2.4% |
| 30D | -3.4% | -2.3% | -1.1% | -3.1% |
| 3M | +1.6% | -23.2% | +24.8% | +4.3% |
| 6M | +3.6% | -29.5% | +33.1% | +7.3% |
| YTD | +14.2% | -28.6% | +42.9% | +18.0% |
| 1Y | +15.6% | -34.0% | +49.6% | +20.4% |
| 3Y | +33.1% | -45.0% | +78.1% | +41.3% |
| 5Y | +35.0% | -44.0% | +79.1% | +41.1% |
| All | +112.1% | +18.9% | +93.2% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling