+136.0%
XLC vs ACM
+123.4%
+12.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +3.7% | +5.6% | -1.9% | +1.8% |
| 30D | -1.9% | +20.8% | -22.7% | -8.1% |
| 3M | -3.1% | +11.4% | -14.5% | -7.0% |
| 6M | -6.4% | +0.9% | -7.3% | -7.6% |
| YTD | -6.8% | -24.8% | +18.0% | +0.9% |
| 1Y | -1.7% | -46.4% | +44.7% | +20.3% |
| 3Y | +64.7% | -9.2% | +73.9% | +62.0% |
| 5Y | +41.1% | +5.0% | +36.1% | +30.0% |
| All | +136.0% | +123.4% | +12.6% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling