+2.4%
XLU vs ACM
-48.8%
+51.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.6% | -4.6% | +3.0% | -1.6% |
| 30D | -3.3% | +4.1% | -7.4% | -3.3% |
| 3M | -3.2% | -8.3% | +5.1% | -3.1% |
| 6M | -7.0% | -30.1% | +23.1% | -6.4% |
| YTD | +0.6% | -32.6% | +33.2% | +0.9% |
| 1Y | +2.4% | -49.6% | +52.0% | +5.6% |
| All | +2.4% | -48.8% | +51.3% | +5.6% |
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 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