+164.2%
XLB vs AA
+45.1%
+119.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +6.9% | -5.0% | +11.9% | +8.0% |
| 3M | -0.2% | -22.2% | +22.0% | +5.2% |
| 6M | +3.3% | -36.3% | +39.6% | +12.9% |
| YTD | +18.0% | -24.2% | +42.2% | +22.3% |
| 1Y | +24.2% | +3.9% | +20.3% | +19.1% |
| 3Y | +44.7% | +67.6% | -22.9% | +17.1% |
| 5Y | +31.6% | -8.8% | +40.4% | +15.3% |
| 10Y | +164.2% | +45.0% | +119.3% | +65.3% |
| All | +164.2% | +45.1% | +119.2% | +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