+4.1%
BOXX vs ACM
-46.6%
+50.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | +0.4% | +14.7% | -14.4% | +0.4% |
| 3M | +1.0% | -9.5% | +10.5% | +1.0% |
| 6M | +2.0% | -18.0% | +20.0% | +2.0% |
| YTD | +3.3% | -27.3% | +30.6% | +3.3% |
| 1Y | +4.1% | -47.0% | +51.1% | +4.1% |
| All | +4.1% | -46.6% | +50.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling