+80.9%
XLI vs ACN
-44.1%
+125.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -0.6% | -6.3% | +5.8% | +0.9% |
| 30D | -6.9% | -1.4% | -5.6% | -6.8% |
| 3M | -1.9% | +2.6% | -4.5% | -3.3% |
| 6M | +1.0% | -14.3% | +15.3% | +4.5% |
| YTD | +11.3% | -33.1% | +44.5% | +24.7% |
| 1Y | +15.8% | -28.8% | +44.6% | +26.1% |
| 3Y | +69.8% | -43.0% | +112.8% | +96.3% |
| 5Y | +80.9% | -44.0% | +124.9% | +99.1% |
| All | +80.9% | -44.1% | +125.0% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling