+111.4%
XLK vs ACM
+1.1%
+110.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +5.6% | -2.3% | +1.0% |
| 30D | -10.6% | +20.8% | -31.4% | -17.4% |
| 3M | -10.6% | +11.4% | -22.0% | -15.1% |
| 6M | -3.5% | +0.9% | -4.4% | -5.4% |
| YTD | +18.7% | -24.8% | +43.5% | +32.5% |
| 1Y | +19.4% | -46.4% | +65.9% | +59.9% |
| 3Y | +94.5% | -9.2% | +103.7% | +86.0% |
| All | +111.4% | +1.1% | +110.3% | +82.2% |
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