+466.3%
XLP vs ACM
+233.2%
+233.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +3.5% | +5.1% | -1.6% | +2.6% |
| 30D | +11.6% | +11.5% | +0.1% | +9.4% |
| 3M | +7.6% | -10.5% | +18.1% | +9.4% |
| 6M | +10.0% | -20.4% | +30.4% | +13.7% |
| YTD | +19.7% | -28.9% | +48.6% | +25.6% |
| 1Y | +23.5% | -48.7% | +72.2% | +37.2% |
| 3Y | +44.0% | -12.5% | +56.5% | +43.7% |
| 5Y | +42.7% | +0.5% | +42.2% | +37.7% |
| 10Y | +131.3% | +161.2% | -29.8% | +81.1% |
| All | +466.3% | +233.2% | +233.1% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling