+21.8%
XBI vs ACM
+1.3%
+20.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.3% |
| 7D | -3.6% | -3.7% | 0.0% | -2.1% |
| 30D | +0.9% | -12.7% | +13.5% | +6.1% |
| 3M | +21.4% | -9.8% | +31.2% | +25.1% |
| 6M | +25.5% | -31.4% | +56.9% | +46.9% |
| YTD | +30.8% | -32.1% | +62.9% | +51.9% |
| 1Y | +68.6% | -47.8% | +116.4% | +124.7% |
| 3Y | +103.9% | -22.1% | +126.0% | +107.5% |
| All | +21.8% | +1.3% | +20.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling