+42.0%
XLP vs ACI
-43.3%
+85.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.7% |
| 7D | +0.7% | -2.2% | +3.0% | +1.1% |
| 30D | +10.3% | +10.3% | 0.0% | +8.4% |
| 3M | +6.5% | +7.2% | -0.7% | +5.1% |
| 6M | +8.4% | -18.0% | +26.4% | +11.2% |
| YTD | +18.2% | -22.0% | +40.2% | +22.1% |
| 1Y | +22.4% | -23.4% | +45.8% | +26.9% |
| 3Y | +41.9% | -35.8% | +77.7% | +50.8% |
| All | +42.0% | -43.3% | +85.3% | +49.7% |
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 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