+41.9%
XLP vs ACM
-12.3%
+54.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | +5.4% | -4.6% | +0.3% |
| 30D | +10.3% | +15.1% | -4.9% | +9.1% |
| 3M | +6.5% | -10.5% | +17.0% | +7.1% |
| 6M | +8.4% | -19.7% | +28.1% | +9.6% |
| YTD | +18.2% | -28.8% | +47.0% | +20.2% |
| 1Y | +22.4% | -47.9% | +70.3% | +29.2% |
| 3Y | +41.9% | -12.4% | +54.3% | +36.5% |
| All | +41.9% | -12.3% | +54.2% | +36.5% |
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