+50.7%
XRT vs ACI
-35.7%
+86.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +7.9% | +10.3% | -2.3% | +6.3% |
| 3M | -0.2% | +7.2% | -7.4% | -1.3% |
| 6M | +5.6% | -18.0% | +23.6% | +7.9% |
| YTD | +5.7% | -22.0% | +27.7% | +8.6% |
| 1Y | +14.6% | -23.4% | +38.0% | +18.2% |
| 3Y | +50.7% | -35.8% | +86.5% | +62.4% |
| All | +50.7% | -35.7% | +86.4% | +62.4% |
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