+20.9%
XLB vs ACM
-46.1%
+67.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | 0.0% | +5.1% | -5.1% | -0.7% |
| 30D | +5.3% | +18.7% | -13.4% | +3.0% |
| 3M | 0.0% | +15.5% | -15.5% | -1.9% |
| 6M | +1.2% | +1.2% | 0.0% | +0.6% |
| YTD | +16.9% | -25.2% | +42.1% | +19.7% |
| 1Y | +20.9% | -46.3% | +67.2% | +25.8% |
| All | +20.9% | -46.1% | +67.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling