+43.7%
XLP vs ACM
-12.3%
+56.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +3.5% | +5.1% | -1.6% | +3.1% |
| 30D | +11.6% | +11.5% | +0.1% | +10.6% |
| 3M | +7.6% | -10.5% | +18.1% | +8.2% |
| 6M | +10.0% | -20.4% | +30.4% | +11.3% |
| YTD | +19.7% | -28.9% | +48.6% | +21.8% |
| 1Y | +23.5% | -48.7% | +72.2% | +30.5% |
| All | +43.7% | -12.3% | +56.1% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling