+634.2%
XLY vs ACM
+218.1%
+416.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -0.8% |
| 30D | -6.0% | -12.7% | +6.6% | -1.8% |
| 3M | -2.7% | -9.8% | +7.0% | +0.1% |
| 6M | -1.5% | -31.4% | +29.9% | +11.5% |
| YTD | -5.4% | -32.1% | +26.6% | +6.7% |
| 1Y | -3.8% | -47.8% | +44.0% | +18.9% |
| 3Y | +36.6% | -22.1% | +58.7% | +44.7% |
| 5Y | +27.4% | +1.8% | +25.6% | +22.1% |
| 10Y | +218.2% | +132.5% | +85.7% | +114.5% |
| All | +634.2% | +218.1% | +416.1% | +286.6% |
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