+61.0%
XLC vs ACM
-12.3%
+73.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | +5.4% | -0.5% | +3.7% |
| 30D | -5.8% | +15.1% | -20.9% | -8.8% |
| 3M | -5.4% | -10.5% | +5.0% | -3.3% |
| 6M | -10.2% | -19.7% | +9.5% | -5.9% |
| YTD | -10.2% | -28.8% | +18.7% | -3.4% |
| 1Y | -5.6% | -47.9% | +42.3% | +11.6% |
| 3Y | +61.0% | -12.4% | +73.4% | +58.3% |
| All | +61.0% | -12.3% | +73.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling