+250.2%
XLI vs ACN
+91.1%
+159.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -2.3% | -7.9% | +5.6% | +0.8% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | +0.8% | +5.6% | -4.8% | -3.6% |
| 6M | +0.8% | -9.9% | +10.8% | +2.2% |
| YTD | +10.5% | -32.3% | +42.9% | +27.0% |
| 1Y | +14.1% | -25.3% | +39.4% | +23.9% |
| 3Y | +68.6% | -42.3% | +110.9% | +101.8% |
| 5Y | +80.4% | -43.5% | +123.9% | +111.7% |
| All | +250.2% | +91.1% | +159.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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