+41.0%
XLE vs ACM
-46.1%
+87.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.7% |
| 7D | -7.9% | +6.9% | -14.8% | -7.7% |
| 30D | -4.8% | +19.1% | -23.9% | -4.5% |
| 3M | +8.4% | -6.9% | +15.3% | +8.5% |
| 6M | +12.7% | -12.0% | +24.7% | +13.1% |
| YTD | +41.3% | -25.1% | +66.4% | +43.3% |
| All | +41.0% | -46.1% | +87.1% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling