+157.1%
XLE vs ACM
+5.4%
+151.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.7% | +6.6% | -13.3% | -8.4% |
| 30D | -4.4% | +19.8% | -24.2% | -9.2% |
| 3M | +4.0% | -3.1% | +7.1% | +4.4% |
| 6M | +13.2% | -11.5% | +24.7% | +16.2% |
| YTD | +41.9% | -24.7% | +66.6% | +52.8% |
| 1Y | +41.6% | -45.1% | +86.7% | +73.7% |
| 3Y | +64.0% | -8.9% | +72.9% | +54.2% |
| All | +157.1% | +5.4% | +151.7% | +119.7% |
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