+116.4%
XLB vs ACI
+25.9%
+90.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -0.4% | +5.9% | -6.3% | -1.1% |
| 3M | +2.0% | -19.8% | +21.7% | +4.2% |
| 6M | +1.8% | -24.7% | +26.6% | +4.6% |
| YTD | +16.6% | -24.4% | +41.0% | +19.6% |
| 1Y | +16.9% | -31.5% | +48.4% | +21.3% |
| 3Y | +32.6% | -38.7% | +71.2% | +38.9% |
| 5Y | +35.6% | -42.8% | +78.4% | +41.1% |
| All | +116.4% | +25.9% | +90.5% | +112.7% |
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