+287.5%
XLK vs ACI
+21.8%
+265.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +2.3% | -2.6% | +4.9% | +2.4% |
| 30D | -0.1% | +1.1% | -1.1% | -0.1% |
| 3M | +2.1% | -23.6% | +25.8% | +3.1% |
| 6M | +37.2% | -29.9% | +67.1% | +39.1% |
| YTD | +30.8% | -26.9% | +57.7% | +32.1% |
| 1Y | +42.6% | -34.2% | +76.9% | +45.1% |
| 3Y | +121.8% | -43.6% | +165.4% | +127.9% |
| 5Y | +145.7% | -42.4% | +188.1% | +149.0% |
| All | +287.5% | +21.8% | +265.7% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling