+135.4%
XLP vs ACM
+133.7%
+1.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.3% | +6.6% | -4.3% | +1.1% |
| 30D | +9.1% | +19.8% | -10.7% | +5.5% |
| 3M | +7.9% | -3.1% | +11.0% | +8.1% |
| 6M | +9.6% | -11.5% | +21.1% | +11.3% |
| YTD | +19.4% | -24.7% | +44.1% | +24.5% |
| 1Y | +22.4% | -45.1% | +67.4% | +35.8% |
| 3Y | +43.2% | -8.9% | +52.1% | +40.7% |
| 5Y | +42.6% | +5.4% | +37.2% | +34.3% |
| 10Y | +135.4% | +131.1% | +4.4% | +84.2% |
| All | +135.4% | +133.7% | +1.7% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling