+159.6%
XLB vs ACM
+128.0%
+31.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.6% |
| 7D | -0.2% | -0.3% | 0.0% | -0.1% |
| 30D | -1.7% | -12.9% | +11.2% | +3.5% |
| 3M | +4.4% | -6.4% | +10.7% | +6.2% |
| 6M | +5.0% | -29.2% | +34.2% | +19.9% |
| YTD | +15.5% | -29.9% | +45.4% | +31.2% |
| 1Y | +14.9% | -47.3% | +62.2% | +47.4% |
| 3Y | +34.5% | -19.6% | +54.1% | +39.7% |
| 5Y | +36.5% | +5.5% | +31.0% | +24.0% |
| 10Y | +159.6% | +129.7% | +29.9% | +67.7% |
| All | +159.6% | +128.0% | +31.6% | +67.7% |
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