+118.1%
XLC vs ACI
+33.9%
+84.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.1% | -0.5% | +3.5% | +3.1% |
| 30D | -4.2% | +4.9% | -9.1% | -4.7% |
| 3M | -2.1% | +11.1% | -13.2% | -3.1% |
| 6M | -6.6% | -14.9% | +8.3% | -5.9% |
| YTD | -7.8% | -19.6% | +11.8% | -6.9% |
| 1Y | -4.1% | -22.7% | +18.6% | -2.8% |
| 3Y | +62.6% | -31.2% | +93.9% | +65.6% |
| 5Y | +39.6% | -42.3% | +82.0% | +42.3% |
| All | +118.1% | +33.9% | +84.3% | +107.1% |
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 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