+544.1%
XLV vs ACM
+218.1%
+326.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.4% |
| 7D | -3.7% | -3.7% | 0.0% | -2.8% |
| 30D | -1.1% | -12.7% | +11.6% | +1.8% |
| 3M | +8.2% | -9.8% | +18.0% | +10.4% |
| 6M | +8.9% | -31.4% | +40.3% | +18.2% |
| YTD | +8.5% | -32.1% | +40.6% | +17.5% |
| 1Y | +22.3% | -47.8% | +70.1% | +40.7% |
| 3Y | +32.6% | -22.1% | +54.7% | +36.5% |
| 5Y | +34.4% | +1.8% | +32.6% | +27.9% |
| 10Y | +175.4% | +132.5% | +42.8% | +103.0% |
| All | +544.1% | +218.1% | +326.0% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling