-31.4%
AA vs XRT
+529.0%
-560.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.5% |
| 7D | +0.9% | +0.9% | 0.0% | -0.1% |
| 30D | -6.7% | +7.9% | -14.6% | -13.7% |
| 3M | -16.3% | -0.2% | -16.2% | -17.1% |
| 6M | -37.1% | +5.6% | -42.7% | -41.4% |
| YTD | -25.0% | +5.7% | -30.7% | -30.8% |
| 1Y | +8.6% | +14.6% | -6.0% | -7.2% |
| 3Y | +57.2% | +50.7% | +6.6% | +4.5% |
| 5Y | -13.0% | -4.8% | -8.2% | -13.6% |
| 10Y | +65.5% | +152.6% | -87.1% | -38.2% |
| All | -31.4% | +529.0% | -560.4% | -90.5% |
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