+82.8%
XLI vs ACI
-44.9%
+127.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +1.0% | -2.6% | +3.5% | +1.2% |
| 30D | -5.8% | +1.1% | -6.9% | -5.9% |
| 3M | +0.7% | -23.6% | +24.4% | +3.1% |
| 6M | +3.2% | -29.9% | +33.1% | +6.6% |
| YTD | +13.0% | -26.9% | +39.9% | +16.0% |
| 1Y | +16.8% | -34.2% | +51.0% | +21.4% |
| 3Y | +72.4% | -43.6% | +116.0% | +82.5% |
| 5Y | +82.8% | -42.4% | +125.2% | +88.9% |
| All | +82.8% | -44.9% | +127.7% | +88.9% |
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