+304.2%
XLB vs ACM
+230.8%
+73.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.4% | -3.7% | +2.4% | +0.2% |
| 30D | -0.4% | -11.1% | +10.7% | +3.9% |
| 3M | +2.0% | -8.0% | +10.0% | +4.5% |
| 6M | +1.8% | -29.7% | +31.5% | +16.0% |
| YTD | +16.6% | -29.4% | +46.0% | +31.5% |
| 1Y | +16.9% | -46.4% | +63.4% | +47.4% |
| 3Y | +32.6% | -22.3% | +54.9% | +40.6% |
| 5Y | +35.6% | +4.5% | +31.2% | +25.6% |
| 10Y | +160.0% | +127.6% | +32.4% | +62.5% |
| All | +304.2% | +230.8% | +73.4% | +87.0% |
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