+184.1%
XLI vs ACI
+18.9%
+165.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | -0.6% | -5.0% | +4.5% | -0.2% |
| 30D | -6.9% | -2.3% | -4.6% | -6.8% |
| 3M | -1.9% | -23.2% | +21.3% | -0.1% |
| 6M | +1.0% | -29.5% | +30.5% | +3.6% |
| YTD | +11.3% | -28.6% | +39.9% | +13.9% |
| 1Y | +15.8% | -34.0% | +49.8% | +19.4% |
| 3Y | +69.8% | -45.0% | +114.8% | +77.8% |
| 5Y | +80.9% | -44.0% | +124.9% | +86.8% |
| All | +184.1% | +18.9% | +165.3% | +182.3% |
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 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