+10.9%
XLP vs ACI
-13.1%
+24.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +2.7% |
| 7D | +5.9% | +4.5% | +1.4% | +5.1% |
| 30D | +13.5% | +20.9% | -7.4% | +10.1% |
| 3M | +8.4% | +15.2% | -6.8% | +5.9% |
| All | +10.9% | -13.1% | +24.0% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling