+247.7%
XLF vs ACM
+135.8%
+111.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +1.0% |
| 7D | -1.0% | -3.7% | +2.6% | +0.6% |
| 30D | -1.3% | -12.7% | +11.4% | +4.1% |
| 3M | +9.1% | -9.8% | +18.9% | +12.9% |
| 6M | +14.4% | -31.4% | +45.8% | +33.5% |
| YTD | +5.1% | -32.1% | +37.2% | +22.3% |
| 1Y | +8.6% | -47.8% | +56.4% | +42.6% |
| 3Y | +74.4% | -22.1% | +96.5% | +83.5% |
| 5Y | +64.4% | +1.8% | +62.6% | +48.3% |
| All | +247.7% | +135.8% | +111.9% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling