+1.0%
XLU vs ACI
-18.4%
+19.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.3% |
| 7D | +2.6% | +4.5% | -1.9% | +2.5% |
| 30D | +9.1% | +20.9% | -11.7% | +8.7% |
| 3M | -0.4% | +15.2% | -15.7% | -0.7% |
| 6M | -4.7% | -13.3% | +8.7% | -3.5% |
| YTD | +4.3% | -16.2% | +20.5% | +5.6% |
| 1Y | +1.0% | -16.9% | +17.9% | +2.1% |
| All | +1.0% | -18.4% | +19.4% | +2.1% |
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