+848.2%
XLI vs ACN
+1,705.6%
-857.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.6% |
| 7D | -1.1% | -1.5% | +0.5% | -0.5% |
| 30D | -5.9% | +9.4% | -15.3% | -9.3% |
| 3M | -0.3% | +5.6% | -5.9% | -4.4% |
| 6M | +0.1% | -9.3% | +9.4% | +0.4% |
| YTD | +13.6% | -29.0% | +42.6% | +24.2% |
| 1Y | +17.2% | -24.7% | +41.8% | +24.6% |
| 3Y | +68.2% | -39.8% | +108.0% | +91.6% |
| 5Y | +80.7% | -40.9% | +121.6% | +103.9% |
| 10Y | +253.3% | +91.1% | +162.1% | +151.8% |
| All | +848.2% | +1,705.6% | -857.4% | +198.0% |
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