+89.0%
XLU vs ACI
+21.8%
+67.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.1% |
| 7D | +2.1% | -2.6% | +4.7% | +2.3% |
| 30D | -0.4% | +1.1% | -1.4% | -0.5% |
| 3M | +0.5% | -23.6% | +24.1% | +2.7% |
| 6M | -5.8% | -29.9% | +24.2% | -3.0% |
| YTD | +3.1% | -26.9% | +30.0% | +5.7% |
| 1Y | +8.1% | -34.2% | +42.4% | +11.8% |
| 3Y | +50.5% | -43.6% | +94.2% | +57.7% |
| 5Y | +44.7% | -42.4% | +87.1% | +49.6% |
| All | +89.0% | +21.8% | +67.3% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling