+34.1%
XLP vs ACI
-42.9%
+77.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -0.9% | +5.9% | -6.8% | -1.8% |
| 3M | +3.8% | -19.8% | +23.6% | +6.9% |
| 6M | -1.7% | -24.7% | +23.0% | +2.1% |
| YTD | +10.3% | -24.4% | +34.6% | +14.4% |
| 1Y | +7.8% | -31.5% | +39.3% | +13.4% |
| 3Y | +27.2% | -38.7% | +65.9% | +35.7% |
| All | +34.1% | -42.9% | +77.0% | +41.7% |
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