+32.5%
XLB vs ACI
-45.1%
+77.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.2% |
| 6M | +3.6% | -29.5% | +33.1% | +7.2% |
| YTD | +14.2% | -28.6% | +42.9% | +17.7% |
| 1Y | +15.6% | -34.0% | +49.6% | +20.6% |
| All | +32.5% | -45.1% | +77.6% | +45.0% |
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