+569.4%
XLI vs ACM
+230.8%
+338.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.1% | -3.7% | +2.7% | +0.4% |
| 30D | -5.9% | -11.1% | +5.2% | -2.2% |
| 3M | -0.3% | -8.0% | +7.7% | +2.0% |
| 6M | +0.1% | -29.7% | +29.8% | +13.2% |
| YTD | +13.6% | -29.4% | +43.0% | +27.3% |
| 1Y | +17.2% | -46.4% | +63.6% | +45.8% |
| 3Y | +68.2% | -22.3% | +90.6% | +78.9% |
| 5Y | +80.7% | +4.5% | +76.3% | +69.2% |
| 10Y | +253.3% | +127.6% | +125.6% | +133.1% |
| All | +569.4% | +230.8% | +338.6% | +237.3% |
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 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