+75.2%
XLF vs ACM
-19.8%
+95.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -0.5% | -12.9% | +12.4% | +3.0% |
| 3M | +10.6% | -6.4% | +17.0% | +11.9% |
| 6M | +14.3% | -29.2% | +43.5% | +26.0% |
| YTD | +5.5% | -29.9% | +35.5% | +16.2% |
| 1Y | +9.6% | -47.3% | +56.8% | +33.0% |
| 3Y | +75.2% | -19.6% | +94.8% | +75.5% |
| All | +75.2% | -19.8% | +95.0% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling