+9.1%
XLF vs ACM
-45.8%
+54.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | +0.2% | -11.1% | +11.3% | +1.6% |
| 3M | +11.7% | -8.0% | +19.7% | +12.7% |
| 6M | +13.8% | -29.7% | +43.4% | +19.8% |
| YTD | +7.0% | -29.4% | +36.4% | +12.7% |
| 1Y | +9.1% | -46.4% | +55.6% | +17.8% |
| All | +9.1% | -45.8% | +54.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling