+175.3%
XLF vs ACM
+228.1%
-52.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -0.5% | -12.9% | +12.4% | +5.4% |
| 3M | +10.6% | -6.4% | +17.0% | +12.6% |
| 6M | +14.3% | -29.2% | +43.5% | +32.4% |
| YTD | +5.5% | -29.9% | +35.5% | +21.9% |
| 1Y | +9.6% | -47.3% | +56.8% | +44.5% |
| 3Y | +75.2% | -19.6% | +94.8% | +83.2% |
| 5Y | +65.5% | +5.5% | +60.0% | +48.2% |
| 10Y | +246.4% | +129.7% | +116.7% | +93.8% |
| All | +175.3% | +228.1% | -52.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling