+266.9%
XHB vs ACM
+230.8%
+36.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -1.3% | -3.7% | +2.5% | +0.6% |
| 30D | -6.9% | -11.1% | +4.2% | -2.0% |
| 3M | -1.3% | -8.0% | +6.7% | +1.9% |
| 6M | -6.8% | -29.7% | +22.9% | +9.5% |
| YTD | +0.7% | -29.4% | +30.1% | +16.9% |
| 1Y | -11.2% | -46.4% | +35.2% | +17.7% |
| 3Y | +25.3% | -22.3% | +47.7% | +36.7% |
| 5Y | +37.3% | +4.5% | +32.9% | +27.9% |
| 10Y | +211.5% | +127.6% | +83.9% | +83.6% |
| All | +266.9% | +230.8% | +36.1% | +57.8% |
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