+58.8%
XRT vs ACM
-9.1%
+67.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +1.7% | +5.6% | -3.9% | -0.3% |
| 30D | +7.5% | +20.8% | -13.3% | +0.4% |
| 3M | +2.2% | +11.4% | -9.2% | -2.0% |
| 6M | +14.7% | +0.9% | +13.7% | +13.2% |
| YTD | +7.5% | -24.8% | +32.3% | +18.2% |
| 1Y | +14.1% | -46.4% | +60.6% | +48.9% |
| 3Y | +58.8% | -9.2% | +68.0% | +46.8% |
| All | +58.8% | -9.1% | +67.9% | +46.8% |
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