+8.6%
XLF vs ACI
-34.6%
+43.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -2.9% | -7.1% | +4.2% | -2.6% |
| 30D | -1.6% | -4.5% | +2.9% | -1.4% |
| 3M | +9.3% | -22.3% | +31.5% | +9.8% |
| 6M | +14.6% | -28.4% | +43.0% | +15.1% |
| YTD | +4.7% | -29.5% | +34.2% | +4.8% |
| 1Y | +8.6% | -34.2% | +42.9% | +9.3% |
| All | +8.6% | -34.6% | +43.3% | +9.3% |
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