+43.2%
XHB vs ACM
-7.9%
+51.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +1.3% |
| 7D | +1.3% | +6.9% | -5.6% | -1.6% |
| 30D | +11.8% | +19.1% | -7.3% | +3.6% |
| 3M | -3.8% | -6.9% | +3.1% | -1.4% |
| 6M | +4.1% | -12.0% | +16.1% | +9.0% |
| YTD | +4.0% | -25.1% | +29.1% | +16.5% |
| 1Y | +1.6% | -45.4% | +47.0% | +36.4% |
| 3Y | +43.2% | -6.9% | +50.1% | +26.9% |
| All | +43.2% | -7.9% | +51.0% | +26.9% |
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