+28.4%
XLY vs ACI
-39.5%
+67.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | +0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -4.2% | +0.6% | -4.8% | -4.3% |
| 3M | -2.7% | -20.3% | +17.6% | -0.3% |
| 6M | -0.6% | -24.7% | +24.0% | +2.2% |
| YTD | -5.0% | -27.2% | +22.2% | -2.1% |
| 1Y | -4.1% | -32.7% | +28.6% | -0.1% |
| 3Y | +33.6% | -43.9% | +77.5% | +42.5% |
| All | +28.4% | -39.5% | +67.9% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling