+5.8%
XLU vs ACI
-32.3%
+38.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | -1.3% | +5.9% | -7.2% | -1.5% |
| 3M | -1.3% | -19.8% | +18.4% | -0.3% |
| 6M | -7.6% | -24.7% | +17.1% | -6.3% |
| YTD | +2.3% | -24.4% | +26.7% | +3.7% |
| 1Y | +5.8% | -31.5% | +37.3% | +5.5% |
| All | +5.8% | -32.3% | +38.1% | +5.5% |
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