+164.2%
XLB vs AA
+42.1%
+122.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +5.2% | -0.6% | +5.7% | +5.1% |
| 3M | +0.3% | -19.7% | +20.0% | +5.0% |
| 6M | +1.2% | -41.6% | +42.7% | +12.8% |
| YTD | +16.6% | -24.6% | +41.3% | +21.0% |
| 1Y | +21.4% | +4.9% | +16.6% | +16.3% |
| 3Y | +43.2% | +66.8% | -23.6% | +16.0% |
| 5Y | +28.0% | -19.4% | +47.5% | +15.8% |
| All | +164.2% | +42.1% | +122.0% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling