+164.2%
XLB vs ACM
+132.6%
+31.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.5% | +5.6% | -5.1% | -1.9% |
| 30D | +5.2% | +20.8% | -15.7% | -3.2% |
| 3M | +0.3% | +11.4% | -11.1% | -4.8% |
| 6M | +1.2% | +0.9% | +0.2% | -0.7% |
| YTD | +16.6% | -24.8% | +41.5% | +28.7% |
| 1Y | +21.4% | -46.4% | +67.9% | +56.4% |
| 3Y | +43.2% | -9.2% | +52.4% | +40.5% |
| 5Y | +28.0% | +5.0% | +23.1% | +16.0% |
| All | +164.2% | +132.6% | +31.6% | +64.6% |
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