+84.4%
XLU vs ACI
+21.2%
+63.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | -3.3% | +0.6% | -3.9% | -3.4% |
| 3M | -3.2% | -20.3% | +17.2% | -1.5% |
| 6M | -7.0% | -24.7% | +17.7% | -4.9% |
| YTD | +0.6% | -27.2% | +27.9% | +3.1% |
| 1Y | +2.4% | -32.7% | +35.2% | +5.7% |
| 3Y | +46.3% | -43.9% | +90.2% | +53.3% |
| 5Y | +44.0% | -38.9% | +82.8% | +48.5% |
| All | +84.4% | +21.2% | +63.2% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling