+146.1%
XRT vs ACI
+31.1%
+115.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.4% |
| 7D | +2.5% | -5.9% | +8.4% | +4.0% |
| 30D | +10.3% | +7.2% | +3.1% | +8.5% |
| 3M | +2.4% | +8.8% | -6.5% | +0.2% |
| 6M | +10.0% | -17.2% | +27.2% | +13.6% |
| YTD | +9.5% | -21.3% | +30.8% | +14.0% |
| 1Y | +17.2% | -23.7% | +40.9% | +22.9% |
| 3Y | +62.0% | -32.8% | +94.8% | +73.4% |
| 5Y | -2.1% | -41.4% | +39.3% | +6.4% |
| All | +146.1% | +31.1% | +115.0% | +107.7% |
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