+125.4%
XLC vs ACI
+21.8%
+103.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +0.6% | -2.6% | +3.1% | +0.8% |
| 30D | +0.2% | +1.1% | -0.8% | +0.1% |
| 3M | +0.6% | -23.6% | +24.3% | +2.5% |
| 6M | -4.5% | -29.9% | +25.4% | -2.2% |
| YTD | -4.7% | -26.9% | +22.1% | -2.9% |
| 1Y | -1.7% | -34.2% | +32.6% | +1.1% |
| 3Y | +72.3% | -43.6% | +115.9% | +78.8% |
| 5Y | +37.8% | -42.4% | +80.1% | +41.2% |
| All | +125.4% | +21.8% | +103.6% | +116.0% |
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