+145.0%
XRT vs ACI
+32.1%
+112.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -1.4% | -5.3% | +3.9% | -0.2% |
| 30D | +9.8% | +5.0% | +4.7% | +8.5% |
| 3M | +3.3% | +7.5% | -4.2% | +1.4% |
| 6M | +13.6% | -16.0% | +29.6% | +16.9% |
| YTD | +9.1% | -20.6% | +29.7% | +13.3% |
| 1Y | +15.1% | -23.5% | +38.6% | +20.6% |
| 3Y | +59.9% | -32.1% | +92.1% | +70.7% |
| 5Y | -1.7% | -42.5% | +40.8% | +7.4% |
| All | +145.0% | +32.1% | +112.9% | +106.4% |
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 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