+8.9%
XLV vs ACM
-30.2%
+39.1%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | -3.7% | -3.7% | 0.0% | -3.4% |
| 30D | -1.1% | -12.7% | +11.6% | -0.3% |
| 3M | +8.2% | -9.8% | +18.0% | +8.6% |
| 6M | +8.9% | -31.4% | +40.3% | +12.5% |
| All | +8.9% | -30.2% | +39.1% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling