+110.6%
XLRE vs ACM
+135.7%
-25.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | -2.8% | -11.1% | +8.3% | +0.3% |
| 3M | -0.2% | -8.0% | +7.8% | +1.7% |
| 6M | +1.9% | -29.7% | +31.6% | +12.6% |
| YTD | +10.6% | -29.4% | +39.9% | +21.1% |
| 1Y | +8.8% | -46.4% | +55.3% | +29.9% |
| 3Y | +31.5% | -22.3% | +53.9% | +36.5% |
| 5Y | +6.6% | +4.5% | +2.1% | -0.5% |
| 10Y | +84.0% | +127.6% | -43.6% | +31.1% |
| All | +110.6% | +135.7% | -25.1% | +44.4% |
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