+20.7%
XLK vs ACI
-18.4%
+39.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.7% |
| 7D | -7.6% | +4.5% | -12.1% | -6.7% |
| 30D | -12.2% | +20.9% | -33.0% | -8.9% |
| 3M | -5.5% | +15.2% | -20.7% | -2.6% |
| 6M | +9.2% | -13.3% | +22.5% | +6.9% |
| YTD | +23.0% | -16.2% | +39.2% | +19.8% |
| 1Y | +20.7% | -16.9% | +37.6% | +17.0% |
| All | +20.7% | -18.4% | +39.1% | +17.0% |
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