+30.8%
XLV vs ACI
-44.0%
+74.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | -3.6% | -3.7% | +0.2% | -3.3% |
| 30D | -1.8% | +0.6% | -2.4% | -1.9% |
| 3M | +7.8% | -20.3% | +28.1% | +9.3% |
| 6M | +9.1% | -24.7% | +33.8% | +11.0% |
| YTD | +7.7% | -27.2% | +35.0% | +9.9% |
| 1Y | +20.4% | -32.7% | +53.1% | +24.0% |
| 3Y | +30.8% | -43.9% | +74.7% | +37.4% |
| All | +30.8% | -44.0% | +74.8% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling