-13.5%
AA vs XRT
+514.3%
-527.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | -35.8% | +5.1% | -40.9% | -39.3% |
| 6M | -18.4% | +2.4% | -20.8% | -21.7% |
| YTD | -5.5% | +3.2% | -8.7% | -10.1% |
| 1Y | +61.0% | +1.5% | +59.4% | +55.3% |
| 3Y | +66.2% | +40.6% | +25.7% | +19.5% |
| 5Y | +11.4% | -1.0% | +12.4% | +7.0% |
| 10Y | +116.9% | +128.4% | -11.5% | -10.1% |
| All | -13.5% | +514.3% | -527.8% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling