+46.7%
XLU vs ACM
-23.7%
+70.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -1.2% | -5.9% | +4.7% | -0.6% |
| 30D | -2.5% | -6.2% | +3.7% | -2.0% |
| 3M | -2.7% | -7.9% | +5.1% | -2.2% |
| 6M | -7.5% | -30.6% | +23.2% | -3.3% |
| YTD | +0.9% | -33.3% | +34.2% | +5.5% |
| 1Y | +3.3% | -49.2% | +52.5% | +13.8% |
| All | +46.7% | -23.7% | +70.4% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling