+65.0%
XLF vs ACI
-44.6%
+109.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.9% | -7.1% | +4.2% | -2.1% |
| 30D | -1.6% | -4.5% | +2.9% | -1.1% |
| 3M | +9.3% | -22.3% | +31.5% | +11.8% |
| 6M | +14.6% | -28.4% | +43.0% | +18.2% |
| YTD | +4.7% | -29.5% | +34.2% | +8.0% |
| 1Y | +8.6% | -34.2% | +42.9% | +12.9% |
| 3Y | +73.9% | -45.7% | +119.5% | +84.8% |
| 5Y | +65.0% | -40.8% | +105.8% | +71.8% |
| All | +65.0% | -44.6% | +109.6% | +71.8% |
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 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