-28.8%
AA vs XRT
+549.2%
-578.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -1.4% | +2.6% | +2.6% |
| 30D | -1.3% | +9.8% | -11.0% | -10.0% |
| 3M | -23.9% | +3.3% | -27.2% | -26.9% |
| 6M | -36.8% | +13.6% | -50.4% | -44.9% |
| YTD | -22.2% | +9.1% | -31.2% | -30.2% |
| 1Y | +10.4% | +15.1% | -4.7% | -5.9% |
| 3Y | +72.0% | +59.9% | +12.1% | +8.2% |
| 5Y | -15.6% | -1.7% | -13.9% | -18.7% |
| 10Y | +47.8% | +141.1% | -93.3% | -42.2% |
| All | -28.8% | +549.2% | -578.0% | -90.4% |
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