+21.3%
XLP vs ACI
-23.0%
+44.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.7% |
| 7D | -0.5% | -5.3% | +4.8% | +0.5% |
| 30D | +8.3% | +5.0% | +3.3% | +7.4% |
| 3M | +8.7% | +7.5% | +1.2% | +7.2% |
| 6M | +11.2% | -16.0% | +27.2% | +13.8% |
| YTD | +20.0% | -20.6% | +40.6% | +23.0% |
| 1Y | +21.3% | -23.5% | +44.9% | +25.7% |
| All | +21.3% | -23.0% | +44.3% | +25.7% |
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