+54.6%
XLE vs ACM
-21.7%
+76.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +2.8% |
| 30D | +11.8% | -11.1% | +22.9% | +13.8% |
| 3M | +9.8% | -8.0% | +17.8% | +10.8% |
| 6M | +15.6% | -29.7% | +45.2% | +23.9% |
| YTD | +45.3% | -29.4% | +74.6% | +54.4% |
| 1Y | +48.3% | -46.4% | +94.7% | +71.0% |
| All | +54.6% | -21.7% | +76.3% | +55.5% |
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 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