+149.7%
XBI vs ACM
+134.0%
+15.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -4.6% | -4.6% | -0.1% | -2.7% |
| 30D | -2.0% | +4.1% | -6.1% | -4.1% |
| 3M | +17.8% | -8.3% | +26.1% | +20.4% |
| 6M | +23.7% | -30.1% | +53.8% | +41.9% |
| YTD | +28.2% | -32.6% | +60.8% | +48.1% |
| 1Y | +64.0% | -49.6% | +113.5% | +115.4% |
| 3Y | +99.4% | -23.0% | +122.4% | +111.6% |
| 5Y | +19.3% | +2.0% | +17.4% | +10.9% |
| All | +149.7% | +134.0% | +15.7% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling