+28.5%
XLB vs ACI
-41.7%
+70.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | +6.1% | +10.3% | -4.2% | +4.5% |
| 3M | 0.0% | +7.2% | -7.2% | -1.1% |
| 6M | 0.0% | -18.0% | +18.0% | +2.2% |
| YTD | +16.0% | -22.0% | +38.0% | +19.2% |
| 1Y | +24.7% | -23.4% | +48.1% | +28.5% |
| 3Y | +40.4% | -35.8% | +76.2% | +48.4% |
| All | +28.5% | -41.7% | +70.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling