-0.7%
XRT vs ACI
-44.9%
+44.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.5% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | -5.6% | +1.1% | -6.7% | -5.9% |
| 3M | +2.5% | -23.6% | +26.2% | +7.7% |
| 6M | +3.7% | -29.9% | +33.6% | +10.6% |
| YTD | +1.0% | -26.9% | +27.8% | +6.4% |
| 1Y | -1.2% | -34.2% | +33.0% | +6.6% |
| 3Y | +43.4% | -43.6% | +87.0% | +59.2% |
| 5Y | -0.7% | -42.4% | +41.7% | +6.0% |
| All | -0.7% | -44.9% | +44.2% | +6.0% |
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