+125.2%
XBI vs ACM
-9.1%
+134.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.1% | +5.6% | -6.7% | -2.6% |
| 30D | +2.6% | +20.8% | -18.2% | -2.5% |
| 3M | -4.0% | +11.4% | -15.4% | -7.1% |
| 6M | +10.9% | +0.9% | +10.0% | +9.6% |
| YTD | +23.6% | -24.8% | +48.4% | +34.1% |
| 1Y | +35.1% | -46.4% | +81.5% | +71.1% |
| 3Y | +125.2% | -9.2% | +134.4% | +106.2% |
| All | +125.2% | -9.1% | +134.3% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling