+135.9%
XLU vs ACM
+134.0%
+1.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -0.7% |
| 30D | -3.3% | +4.1% | -7.4% | -4.2% |
| 3M | -3.2% | -8.3% | +5.1% | -1.9% |
| 6M | -7.0% | -30.1% | +23.1% | -0.5% |
| YTD | +0.6% | -32.6% | +33.2% | +7.9% |
| 1Y | +2.4% | -49.6% | +52.0% | +17.0% |
| 3Y | +46.3% | -23.0% | +69.3% | +49.6% |
| 5Y | +44.0% | +2.0% | +42.0% | +36.8% |
| All | +135.9% | +134.0% | +1.9% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling