+0.3%
XRT vs ACM
+5.0%
-4.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.8% | -3.7% | +4.6% | +2.7% |
| 30D | -4.2% | -11.1% | +6.9% | +0.8% |
| 3M | +5.1% | -8.0% | +13.1% | +8.3% |
| 6M | +2.4% | -29.7% | +32.1% | +21.0% |
| YTD | +3.2% | -29.4% | +32.6% | +20.0% |
| 1Y | +1.5% | -46.4% | +48.0% | +37.8% |
| 3Y | +40.6% | -22.3% | +62.9% | +46.6% |
| All | +0.3% | +5.0% | -4.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling