+263.2%
XLE vs ACM
+250.2%
+13.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | +5.1% | -0.7% | +1.9% |
| 30D | -4.3% | +18.7% | -22.9% | -12.0% |
| 3M | +6.0% | +15.5% | -9.4% | -1.9% |
| 6M | +13.2% | +1.2% | +12.0% | +9.8% |
| YTD | +46.7% | -25.2% | +72.0% | +61.2% |
| 1Y | +46.6% | -46.3% | +92.9% | +88.1% |
| 3Y | +69.6% | -9.6% | +79.1% | +64.5% |
| 5Y | +166.5% | +4.4% | +162.1% | +137.0% |
| 10Y | +178.0% | +129.3% | +48.7% | +62.6% |
| All | +263.2% | +250.2% | +13.0% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling