+16.8%
XLB vs AA
+62.0%
-45.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | -1.7% | +3.3% | -5.1% | -2.3% |
| 3M | +4.4% | -29.4% | +33.8% | +9.1% |
| 6M | +5.0% | -12.8% | +17.8% | +5.9% |
| YTD | +15.5% | -2.1% | +17.6% | +13.9% |
| All | +16.8% | +62.0% | -45.2% | +7.5% |
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