+26.8%
XHB vs ACM
-19.8%
+46.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -9.1% | -12.9% | +3.9% | -3.7% |
| 3M | -2.3% | -6.4% | +4.1% | -0.3% |
| 6M | -4.1% | -29.2% | +25.1% | +11.8% |
| YTD | -1.7% | -29.9% | +28.2% | +13.9% |
| 1Y | -15.1% | -47.3% | +32.2% | +15.2% |
| 3Y | +26.8% | -19.6% | +46.4% | +23.4% |
| All | +26.8% | -19.8% | +46.6% | +23.4% |
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