+58.6%
XLF vs ACM
+5.4%
+53.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.9% | +6.6% | -4.7% | -0.4% |
| 30D | +6.5% | +19.8% | -13.3% | -0.2% |
| 3M | +1.2% | -3.1% | +4.3% | +1.7% |
| 6M | +14.6% | -11.5% | +26.1% | +18.5% |
| YTD | +7.7% | -24.7% | +32.4% | +18.3% |
| 1Y | +11.8% | -45.1% | +56.8% | +41.3% |
| 3Y | +80.1% | -8.9% | +89.0% | +71.9% |
| All | +58.6% | +5.4% | +53.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling