+215.5%
XHB vs ACM
+124.8%
+90.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +0.1% |
| 7D | -1.9% | -3.7% | +1.8% | 0.0% |
| 30D | -8.3% | -12.7% | +4.3% | -2.5% |
| 3M | -7.1% | -9.8% | +2.7% | -3.2% |
| 6M | -5.3% | -31.4% | +26.1% | +13.4% |
| YTD | -3.2% | -32.1% | +28.9% | +15.3% |
| 1Y | -13.9% | -47.8% | +34.0% | +17.3% |
| 3Y | +24.9% | -22.1% | +47.0% | +35.4% |
| 5Y | +34.5% | +1.8% | +32.7% | +25.5% |
| 10Y | +215.5% | +132.5% | +82.9% | +94.7% |
| All | +215.5% | +124.8% | +90.7% | +94.7% |
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