+152.6%
XRT vs ACM
+147.1%
+5.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.2% |
| 7D | +2.5% | +6.9% | -4.4% | -0.7% |
| 30D | +10.3% | +19.1% | -8.7% | +1.6% |
| 3M | +2.4% | -6.9% | +9.3% | +5.0% |
| 6M | +10.0% | -12.0% | +22.0% | +15.0% |
| YTD | +9.5% | -25.1% | +34.7% | +22.6% |
| 1Y | +17.2% | -45.4% | +62.6% | +53.0% |
| 3Y | +62.0% | -6.9% | +68.9% | +58.6% |
| 5Y | -2.1% | +3.7% | -5.8% | -9.6% |
| 10Y | +152.6% | +135.8% | +16.8% | +52.6% |
| All | +152.6% | +147.1% | +5.4% | +52.6% |
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 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