+101.4%
XLP vs ACM
+127.0%
-25.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | -0.9% | -11.1% | +10.2% | +1.0% |
| 3M | +3.8% | -8.0% | +11.8% | +5.0% |
| 6M | -1.7% | -29.7% | +27.9% | +4.2% |
| YTD | +10.3% | -29.4% | +39.6% | +16.3% |
| 1Y | +7.8% | -46.4% | +54.2% | +19.8% |
| 3Y | +27.2% | -22.3% | +49.5% | +29.3% |
| 5Y | +32.5% | +4.5% | +28.1% | +25.1% |
| All | +101.4% | +127.0% | -25.6% | +64.2% |
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