+81.7%
AA vs XRT
+45.1%
+36.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -3.0% |
| 7D | -0.7% | +0.8% | -1.5% | -1.5% |
| 30D | +5.0% | -4.2% | +9.2% | +9.0% |
| 3M | -35.8% | +5.1% | -40.9% | -39.5% |
| 6M | -18.4% | +2.4% | -20.8% | -21.8% |
| YTD | -5.5% | +3.2% | -8.7% | -10.5% |
| 1Y | +61.0% | +1.5% | +59.4% | +55.2% |
| All | +81.7% | +45.1% | +36.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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