+189.9%
XLI vs ACI
+25.9%
+164.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -5.9% | +5.9% | -11.9% | -6.4% |
| 3M | -0.3% | -19.8% | +19.5% | +1.3% |
| 6M | +0.1% | -24.7% | +24.9% | +2.1% |
| YTD | +13.6% | -24.4% | +38.0% | +15.7% |
| 1Y | +17.2% | -31.5% | +48.7% | +20.5% |
| 3Y | +68.2% | -38.7% | +106.9% | +74.3% |
| 5Y | +80.7% | -42.8% | +123.5% | +86.1% |
| All | +189.9% | +25.9% | +164.0% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling