+42.7%
XLP vs ACM
+1.8%
+40.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +3.5% | +5.1% | -1.6% | +2.7% |
| 30D | +11.6% | +11.5% | +0.1% | +9.8% |
| 3M | +7.6% | -10.5% | +18.1% | +9.1% |
| 6M | +10.0% | -20.4% | +30.4% | +13.2% |
| YTD | +19.7% | -28.9% | +48.6% | +24.8% |
| 1Y | +23.5% | -48.7% | +72.2% | +37.1% |
| 3Y | +44.0% | -12.5% | +56.5% | +38.7% |
| 5Y | +42.7% | +0.5% | +42.2% | +30.0% |
| All | +42.7% | +1.8% | +40.9% | +30.0% |
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