+43.4%
XLK vs ACI
-32.3%
+75.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +0.7% | +5.9% | -5.2% | +1.7% |
| 3M | -2.9% | -19.8% | +16.8% | -6.0% |
| 6M | +34.3% | -24.7% | +59.0% | +28.7% |
| YTD | +30.4% | -24.4% | +54.8% | +25.3% |
| 1Y | +43.4% | -31.5% | +74.9% | +35.8% |
| All | +43.4% | -32.3% | +75.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling