+815.6%
XLI vs ACN
+2,341.7%
-1,526.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | -3.8% | +7.6% | +5.1% |
| 30D | +1.0% | +16.5% | -15.5% | -4.9% |
| 3M | -8.9% | +41.5% | -50.4% | -21.2% |
| 6M | -2.3% | +60.1% | -62.4% | -21.4% |
| YTD | +9.7% | -3.9% | +13.6% | +5.8% |
| 1Y | +12.3% | +4.1% | +8.2% | +4.7% |
| 3Y | +71.5% | -15.9% | +87.3% | +70.1% |
| 5Y | +70.2% | -26.3% | +96.5% | +75.1% |
| 10Y | +227.5% | +148.2% | +79.2% | +109.0% |
| All | +815.6% | +2,341.7% | -1,526.1% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling