+169.4%
XLV vs ACM
+134.0%
+35.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -4.6% | +1.0% | -2.4% |
| 30D | -1.8% | +4.1% | -5.9% | -3.0% |
| 3M | +7.8% | -8.3% | +16.1% | +9.5% |
| 6M | +9.1% | -30.1% | +39.2% | +18.3% |
| YTD | +7.7% | -32.6% | +40.3% | +17.3% |
| 1Y | +20.4% | -49.6% | +70.0% | +41.2% |
| 3Y | +30.8% | -23.0% | +53.8% | +34.3% |
| 5Y | +34.6% | +2.0% | +32.7% | +26.1% |
| All | +169.4% | +134.0% | +35.4% | +91.2% |
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