+44.0%
XLP vs ACM
+1.1%
+43.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +2.5% | +5.6% | -3.1% | +1.7% |
| 30D | +7.3% | +20.8% | -13.5% | +4.4% |
| 3M | +8.1% | +11.4% | -3.3% | +6.2% |
| 6M | +10.5% | +0.9% | +9.5% | +9.8% |
| YTD | +21.2% | -24.8% | +46.0% | +25.3% |
| 1Y | +22.7% | -46.4% | +69.2% | +35.5% |
| 3Y | +44.8% | -9.2% | +54.0% | +39.0% |
| All | +44.0% | +1.1% | +43.0% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling