+42.0%
XLP vs ACM
-2.7%
+44.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | +5.4% | -4.6% | 0.0% |
| 30D | +10.3% | +15.1% | -4.9% | +8.0% |
| 3M | +6.5% | -10.5% | +17.0% | +8.0% |
| 6M | +8.4% | -19.7% | +28.1% | +11.4% |
| YTD | +18.2% | -28.8% | +47.0% | +23.2% |
| 1Y | +22.4% | -47.9% | +70.3% | +35.5% |
| 3Y | +41.9% | -12.4% | +54.3% | +36.6% |
| All | +42.0% | -2.7% | +44.7% | +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