+351.3%
XLE vs ACI
+18.9%
+332.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +0.3% | -5.0% | +5.4% | +0.9% |
| 30D | +8.5% | -2.3% | +10.8% | +8.8% |
| 3M | +14.6% | -23.2% | +37.8% | +17.7% |
| 6M | +17.6% | -29.5% | +47.0% | +21.9% |
| YTD | +48.1% | -28.6% | +76.7% | +53.2% |
| 1Y | +53.8% | -34.0% | +87.8% | +60.5% |
| 3Y | +56.2% | -45.0% | +101.2% | +66.0% |
| 5Y | +227.7% | -44.0% | +271.7% | +242.1% |
| All | +351.3% | +18.9% | +332.4% | +362.8% |
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