+133.1%
XLC vs ACM
+122.5%
+10.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.7% |
| 7D | +7.1% | +6.9% | +0.2% | +4.7% |
| 30D | -2.7% | +19.1% | -21.8% | -8.4% |
| 3M | -3.2% | -6.9% | +3.8% | -1.4% |
| 6M | -7.7% | -12.0% | +4.4% | -4.7% |
| YTD | -8.0% | -25.1% | +17.2% | -0.2% |
| 1Y | -3.1% | -45.4% | +42.4% | +17.7% |
| 3Y | +64.9% | -6.9% | +71.8% | +60.6% |
| 5Y | +39.5% | +3.7% | +35.8% | +29.0% |
| All | +133.1% | +122.5% | +10.6% | +46.2% |
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