+83.7%
XLI vs ACM
+6.0%
+77.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -5.8% | -12.9% | +7.1% | -1.0% |
| 3M | +0.7% | -6.4% | +7.1% | +2.3% |
| 6M | +3.2% | -29.2% | +32.4% | +17.9% |
| YTD | +13.0% | -29.9% | +43.0% | +28.5% |
| 1Y | +16.8% | -47.3% | +64.1% | +51.3% |
| 3Y | +72.4% | -19.6% | +92.0% | +76.8% |
| All | +83.7% | +6.0% | +77.7% | +64.5% |
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 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