+71.5%
XLI vs ACM
+5.4%
+66.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.5% | +6.6% | -8.1% | -4.0% |
| 30D | -0.3% | +19.8% | -20.1% | -7.2% |
| 3M | -8.4% | -3.1% | -5.2% | -7.8% |
| 6M | -2.1% | -11.5% | +9.4% | +1.6% |
| YTD | +9.6% | -24.7% | +34.3% | +21.2% |
| 1Y | +10.7% | -45.1% | +55.7% | +42.4% |
| 3Y | +71.6% | -8.9% | +80.4% | +65.4% |
| All | +71.5% | +5.4% | +66.1% | +49.5% |
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