+247.9%
XLE vs ACM
+233.3%
+14.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | +5.4% | -17.4% | -14.3% |
| 30D | -2.7% | +15.1% | -17.9% | -9.2% |
| 3M | +6.6% | -10.5% | +17.0% | +10.4% |
| 6M | +9.5% | -19.7% | +29.2% | +18.0% |
| YTD | +40.6% | -28.8% | +69.4% | +58.1% |
| 1Y | +43.6% | -47.9% | +91.5% | +86.9% |
| 3Y | +58.1% | -12.4% | +70.4% | +55.7% |
| 5Y | +152.2% | +0.6% | +151.6% | +128.3% |
| 10Y | +172.9% | +161.3% | +11.7% | +50.0% |
| All | +247.9% | +233.3% | +14.5% | +44.7% |
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 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