+302.3%
XLB vs ACM
+233.3%
+69.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.5% | +5.4% | -6.9% | -3.6% |
| 30D | +6.1% | +15.1% | -9.1% | 0.0% |
| 3M | 0.0% | -10.5% | +10.5% | +3.8% |
| 6M | 0.0% | -19.7% | +19.6% | +7.7% |
| YTD | +16.0% | -28.8% | +44.9% | +30.2% |
| 1Y | +24.7% | -47.9% | +72.6% | +59.1% |
| 3Y | +40.4% | -12.4% | +52.7% | +41.2% |
| 5Y | +30.7% | +0.6% | +30.1% | +23.1% |
| 10Y | +173.3% | +161.3% | +12.0% | +61.1% |
| All | +302.3% | +233.3% | +69.0% | +85.1% |
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 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