+432.8%
XYL vs ACM
+262.4%
+170.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.5% |
| 30D | -13.2% | -11.1% | -2.1% | -9.4% |
| 3M | -3.7% | -8.0% | +4.3% | -1.1% |
| 6M | -17.7% | -29.7% | +12.0% | -5.4% |
| YTD | -21.5% | -29.4% | +7.8% | -10.7% |
| 1Y | -24.5% | -46.4% | +21.9% | -3.4% |
| 3Y | +6.9% | -22.3% | +29.3% | +14.4% |
| 5Y | -18.1% | +4.5% | -22.5% | -23.4% |
| 10Y | +134.7% | +127.6% | +7.1% | +53.1% |
| All | +432.8% | +262.4% | +170.4% | +194.8% |
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 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