+172.3%
XLE vs ACM
+131.8%
+40.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -0.2% | +3.0% | -3.2% | -1.7% |
| 30D | -4.0% | +19.7% | -23.7% | -12.5% |
| 3M | +4.6% | +5.3% | -0.7% | +0.6% |
| 6M | +12.3% | -10.8% | +23.1% | +15.5% |
| YTD | +44.5% | -25.1% | +69.6% | +60.4% |
| 1Y | +42.4% | -45.8% | +88.2% | +88.4% |
| 3Y | +67.0% | -9.4% | +76.4% | +58.3% |
| 5Y | +161.9% | +4.8% | +157.1% | +121.2% |
| All | +172.3% | +131.8% | +40.6% | +45.8% |
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