+40.4%
XLB vs ACM
-12.3%
+52.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.5% | +5.4% | -6.9% | -2.9% |
| 30D | +6.1% | +15.1% | -9.1% | +2.1% |
| 3M | 0.0% | -10.5% | +10.5% | +2.7% |
| 6M | 0.0% | -19.7% | +19.6% | +5.7% |
| YTD | +16.0% | -28.8% | +44.9% | +26.4% |
| 1Y | +24.7% | -47.9% | +72.6% | +53.4% |
| 3Y | +40.4% | -12.4% | +52.7% | +34.1% |
| All | +40.4% | -12.3% | +52.7% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling