+225.7%
XLE vs ACM
+4.8%
+220.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +12.6% | -12.9% | +25.6% | +17.0% |
| 3M | +11.8% | -6.4% | +18.2% | +12.9% |
| 6M | +16.1% | -29.2% | +45.3% | +28.8% |
| YTD | +46.9% | -29.9% | +76.8% | +62.1% |
| 1Y | +53.3% | -47.3% | +100.5% | +89.5% |
| 3Y | +54.9% | -19.6% | +74.5% | +53.3% |
| 5Y | +225.7% | +5.5% | +220.2% | +178.4% |
| All | +225.7% | +4.8% | +220.9% | +178.4% |
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