+287.1%
XLK vs ACI
+21.2%
+265.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.2% |
| 7D | +0.2% | -3.7% | +4.0% | +0.3% |
| 30D | -0.6% | +0.6% | -1.2% | -0.7% |
| 3M | +2.6% | -20.3% | +22.9% | +3.3% |
| 6M | +34.0% | -24.7% | +58.6% | +35.2% |
| YTD | +30.7% | -27.2% | +57.9% | +32.0% |
| 1Y | +39.2% | -32.7% | +71.9% | +41.3% |
| 3Y | +120.4% | -43.9% | +164.3% | +126.5% |
| 5Y | +148.8% | -38.9% | +187.7% | +151.4% |
| All | +287.1% | +21.2% | +265.9% | +253.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling