+268.4%
XHB vs ACM
+250.9%
+17.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -4.1% | +3.0% | -7.1% | -5.5% |
| 30D | +9.6% | +19.7% | -10.0% | +0.2% |
| 3M | -6.0% | +5.3% | -11.3% | -9.0% |
| 6M | +2.2% | -10.8% | +13.0% | +6.4% |
| YTD | +1.1% | -25.1% | +26.2% | +13.9% |
| 1Y | -1.7% | -45.8% | +44.1% | +29.7% |
| 3Y | +36.5% | -9.4% | +45.8% | +37.6% |
| 5Y | +33.5% | +4.8% | +28.7% | +24.5% |
| 10Y | +240.9% | +129.8% | +111.2% | +100.7% |
| All | +268.4% | +250.9% | +17.5% | +53.7% |
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 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