+246.5%
XLF vs ACM
+131.7%
+114.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.5% |
| 7D | -2.9% | -5.9% | +3.0% | -0.2% |
| 30D | -1.6% | -6.2% | +4.6% | +0.7% |
| 3M | +9.3% | -7.9% | +17.2% | +11.9% |
| 6M | +14.6% | -30.6% | +45.2% | +33.0% |
| YTD | +4.7% | -33.3% | +38.0% | +22.9% |
| 1Y | +8.6% | -49.2% | +57.8% | +44.4% |
| 3Y | +73.9% | -23.5% | +97.3% | +84.4% |
| 5Y | +65.0% | +0.9% | +64.1% | +49.4% |
| All | +246.5% | +131.7% | +114.9% | +105.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling