+5.6%
XLRE vs ACM
-48.8%
+54.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | -1.2% | -4.6% | +3.4% | -0.9% |
| 30D | -2.4% | +4.1% | -6.5% | -2.7% |
| 3M | -2.5% | -8.3% | +5.8% | -2.0% |
| 6M | +4.0% | -30.1% | +34.0% | +6.0% |
| YTD | +9.3% | -32.6% | +41.9% | +11.5% |
| 1Y | +5.6% | -49.6% | +55.2% | +9.0% |
| All | +5.6% | -48.8% | +54.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling