-2.8%
XLC vs ACI
-35.6%
+32.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.4% | -5.0% | +3.6% | -1.0% |
| 30D | -0.9% | -2.3% | +1.4% | -0.7% |
| 3M | -0.3% | -23.2% | +22.9% | +0.4% |
| 6M | -5.2% | -29.5% | +24.3% | -4.7% |
| YTD | -5.3% | -28.6% | +23.3% | -5.0% |
| 1Y | -2.8% | -34.0% | +31.2% | -2.6% |
| All | -2.8% | -35.6% | +32.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling