+12.0%
XLI vs ACI
-23.6%
+35.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +0.9% | -5.3% | +6.2% | +0.6% |
| 30D | +1.1% | +5.0% | -4.0% | +1.4% |
| 3M | -7.7% | +7.5% | -15.2% | -7.2% |
| 6M | -1.8% | -16.0% | +14.2% | -2.1% |
| YTD | +11.1% | -20.6% | +31.7% | +10.1% |
| All | +12.0% | -23.6% | +35.6% | +11.7% |
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