+37.7%
XLC vs ACM
+5.0%
+32.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.4% |
| 30D | +1.0% | -11.1% | +12.2% | +4.6% |
| 3M | -0.7% | -8.0% | +7.3% | +1.4% |
| 6M | -5.1% | -29.7% | +24.5% | +6.2% |
| YTD | -4.3% | -29.4% | +25.1% | +6.2% |
| 1Y | -0.6% | -46.4% | +45.9% | +22.6% |
| 3Y | +72.7% | -22.3% | +95.0% | +76.3% |
| All | +37.7% | +5.0% | +32.7% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling