+48.3%
XLE vs ACI
-32.3%
+80.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +11.8% | +5.9% | +5.9% | +11.2% |
| 3M | +9.8% | -19.8% | +29.6% | +12.3% |
| 6M | +15.6% | -24.7% | +40.3% | +19.4% |
| YTD | +45.3% | -24.4% | +69.6% | +49.5% |
| 1Y | +48.3% | -31.5% | +79.8% | +54.0% |
| All | +48.3% | -32.3% | +80.7% | +54.0% |
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 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