+24.3%
XLP vs ACM
-46.6%
+70.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +3.2% |
| 7D | +5.9% | +9.5% | -3.7% | +5.5% |
| 30D | +13.5% | +14.7% | -1.3% | +12.9% |
| 3M | +8.4% | -9.5% | +17.9% | +8.1% |
| 6M | +11.5% | -18.0% | +29.6% | +10.7% |
| YTD | +20.6% | -27.3% | +47.9% | +19.2% |
| 1Y | +24.3% | -47.0% | +71.3% | +24.3% |
| All | +24.3% | -46.6% | +70.9% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling