+164.5%
XLB vs AA
+121.9%
+42.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -3.4% | -1.6% | -1.8% | -3.2% |
| 3M | +1.6% | -29.8% | +31.4% | +9.2% |
| 6M | +3.6% | -16.6% | +20.3% | +6.1% |
| YTD | +14.2% | -4.0% | +18.3% | +12.5% |
| 1Y | +15.6% | +63.5% | -47.9% | -0.6% |
| 3Y | +33.1% | +86.8% | -53.7% | +5.1% |
| 5Y | +35.1% | +12.4% | +22.7% | +12.3% |
| 10Y | +164.5% | +132.3% | +32.2% | +45.6% |
| All | +164.5% | +121.9% | +42.6% | +45.6% |
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