-4.5%
XRT vs ACI
-42.9%
+38.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.7% | +2.3% | -0.5% | +1.2% |
| 30D | +7.5% | +1.2% | +6.3% | +7.2% |
| 3M | +2.2% | +6.8% | -4.6% | +0.7% |
| 6M | +14.7% | -18.7% | +33.4% | +18.5% |
| YTD | +7.5% | -20.2% | +27.7% | +11.0% |
| 1Y | +14.1% | -23.7% | +37.8% | +19.1% |
| 3Y | +58.8% | -31.6% | +90.4% | +68.1% |
| All | -4.5% | -42.9% | +38.4% | +1.7% |
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 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