+421.5%
XLP vs ACM
+230.8%
+190.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -0.4% |
| 30D | -0.9% | -11.1% | +10.2% | +0.9% |
| 3M | +3.8% | -8.0% | +11.8% | +4.9% |
| 6M | -1.7% | -29.7% | +27.9% | +3.8% |
| YTD | +10.3% | -29.4% | +39.6% | +15.9% |
| 1Y | +7.8% | -46.4% | +54.2% | +18.8% |
| 3Y | +27.2% | -22.3% | +49.5% | +29.7% |
| 5Y | +32.5% | +4.5% | +28.1% | +26.9% |
| 10Y | +101.8% | +127.6% | -25.9% | +61.8% |
| All | +421.5% | +230.8% | +190.7% | +258.6% |
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