+16.9%
XLB vs AA
+63.2%
-46.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -0.4% | +5.0% | -5.4% | -1.2% |
| 3M | +2.0% | -35.8% | +37.8% | +8.1% |
| 6M | +1.8% | -18.4% | +20.2% | +3.6% |
| YTD | +16.6% | -5.5% | +22.1% | +15.4% |
| 1Y | +16.9% | +61.0% | -44.0% | +6.7% |
| All | +16.9% | +63.2% | -46.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling