+217.7%
XLF vs ACM
+132.6%
+85.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | +2.7% | +5.6% | -3.0% | 0.0% |
| 30D | +7.6% | +20.8% | -13.2% | -1.4% |
| 3M | +1.1% | +11.4% | -10.3% | -4.4% |
| 6M | +15.9% | +0.9% | +14.9% | +13.4% |
| YTD | +8.4% | -24.8% | +33.3% | +20.6% |
| 1Y | +12.5% | -46.4% | +58.9% | +47.5% |
| 3Y | +81.6% | -9.2% | +90.8% | +77.2% |
| 5Y | +59.3% | +5.0% | +54.3% | +41.5% |
| All | +217.7% | +132.6% | +85.1% | +87.5% |
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 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