+35.8%
XLC vs ACI
-43.3%
+79.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.8% |
| 7D | +4.9% | -2.2% | +7.1% | +5.1% |
| 30D | -5.8% | +10.3% | -16.1% | -6.9% |
| 3M | -5.4% | +7.2% | -12.6% | -6.3% |
| 6M | -10.2% | -18.0% | +7.8% | -8.9% |
| YTD | -10.2% | -22.0% | +11.8% | -8.7% |
| 1Y | -5.6% | -23.4% | +17.8% | -3.9% |
| 3Y | +61.0% | -35.8% | +96.8% | +66.5% |
| All | +35.8% | -43.3% | +79.2% | +37.5% |
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