+167.2%
XLE vs ACM
+155.0%
+12.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | +5.4% | -17.4% | -14.3% |
| 30D | -2.7% | +15.1% | -17.9% | -9.3% |
| 3M | +6.6% | -10.5% | +17.0% | +10.7% |
| 6M | +9.5% | -19.7% | +29.2% | +18.7% |
| YTD | +40.6% | -28.8% | +69.4% | +59.4% |
| 1Y | +43.6% | -47.9% | +91.5% | +91.6% |
| 3Y | +58.1% | -12.4% | +70.4% | +52.7% |
| 5Y | +152.2% | +0.6% | +151.6% | +119.6% |
| All | +167.2% | +155.0% | +12.2% | +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