+181.1%
XLF vs ACM
+252.7%
-71.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.9% | +6.6% | -4.7% | -1.2% |
| 30D | +6.5% | +19.8% | -13.3% | -2.5% |
| 3M | +1.2% | -3.1% | +4.3% | +1.5% |
| 6M | +14.6% | -11.5% | +26.1% | +18.7% |
| YTD | +7.7% | -24.7% | +32.4% | +19.7% |
| 1Y | +11.8% | -45.1% | +56.8% | +44.5% |
| 3Y | +80.1% | -8.9% | +89.0% | +76.7% |
| 5Y | +59.0% | +5.4% | +53.6% | +42.8% |
| 10Y | +224.2% | +131.1% | +93.1% | +81.4% |
| All | +181.1% | +252.7% | -71.7% | +12.0% |
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