+145.6%
XLK vs ACI
-44.6%
+190.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -0.4% | -7.1% | +6.7% | -0.2% |
| 30D | -0.5% | -4.5% | +4.0% | -0.4% |
| 3M | +5.0% | -22.3% | +27.3% | +5.7% |
| 6M | +32.9% | -28.4% | +61.3% | +34.2% |
| YTD | +29.0% | -29.5% | +58.5% | +30.2% |
| 1Y | +37.8% | -34.2% | +72.1% | +39.9% |
| 3Y | +118.7% | -45.7% | +164.3% | +125.8% |
| 5Y | +145.6% | -40.8% | +186.3% | +146.8% |
| All | +145.6% | -44.6% | +190.1% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling