+878.2%
XBI vs ACM
+228.1%
+650.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.9% | -12.9% | +15.8% | +7.8% |
| 3M | +26.2% | -6.4% | +32.6% | +27.9% |
| 6M | +30.7% | -29.2% | +59.9% | +47.1% |
| YTD | +32.9% | -29.9% | +62.9% | +49.0% |
| 1Y | +72.3% | -47.3% | +119.5% | +115.2% |
| 3Y | +107.2% | -19.6% | +126.8% | +116.5% |
| 5Y | +23.2% | +5.5% | +17.6% | +15.4% |
| 10Y | +158.5% | +129.7% | +28.8% | +68.8% |
| All | +878.2% | +228.1% | +650.1% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling