+45.8%
XRT vs ACI
-40.4%
+86.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -4.2% | +5.9% | -10.1% | -5.1% |
| 3M | +5.1% | -19.8% | +24.9% | +8.1% |
| 6M | +2.4% | -24.7% | +27.2% | +6.2% |
| YTD | +3.2% | -24.4% | +27.6% | +6.7% |
| 1Y | +1.5% | -31.5% | +33.0% | +7.0% |
| All | +45.8% | -40.4% | +86.1% | +57.5% |
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