+44.4%
XLU vs ACM
-0.5%
+44.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.2% | -5.9% | +4.7% | -0.1% |
| 30D | -2.5% | -6.2% | +3.7% | -1.6% |
| 3M | -2.7% | -7.9% | +5.1% | -1.8% |
| 6M | -7.5% | -30.6% | +23.2% | -1.0% |
| YTD | +0.9% | -33.3% | +34.2% | +8.2% |
| 1Y | +3.3% | -49.2% | +52.5% | +18.4% |
| 3Y | +47.3% | -23.5% | +70.8% | +47.3% |
| 5Y | +44.4% | +0.9% | +43.5% | +33.5% |
| All | +44.4% | -0.5% | +44.9% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling