+33.6%
XLY vs ACM
-22.9%
+56.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -4.6% | +2.9% | -0.2% |
| 30D | -4.2% | +4.1% | -8.3% | -5.6% |
| 3M | -2.7% | -8.3% | +5.6% | -0.6% |
| 6M | -0.6% | -30.1% | +29.4% | +12.0% |
| YTD | -5.0% | -32.6% | +27.6% | +7.6% |
| 1Y | -4.1% | -49.6% | +45.5% | +23.3% |
| 3Y | +33.6% | -23.0% | +56.6% | +35.0% |
| All | +33.6% | -22.9% | +56.5% | +35.0% |
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