+310.0%
XLB vs ACM
+250.7%
+59.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | -0.3% |
| 7D | -1.4% | +6.9% | -8.3% | -4.1% |
| 30D | +7.1% | +19.1% | -12.0% | -0.5% |
| 3M | +0.6% | -6.9% | +7.5% | +2.7% |
| 6M | +3.5% | -12.0% | +15.5% | +7.3% |
| YTD | +18.2% | -25.1% | +43.4% | +29.8% |
| 1Y | +25.6% | -45.4% | +71.0% | +57.1% |
| 3Y | +46.7% | -6.9% | +53.6% | +43.8% |
| 5Y | +30.9% | +3.7% | +27.2% | +21.7% |
| 10Y | +167.7% | +135.8% | +32.0% | +65.1% |
| All | +310.0% | +250.7% | +59.3% | +84.6% |
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 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