+32.5%
XLB vs AA
+82.1%
-49.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -3.4% | -1.6% | -1.8% | -3.3% |
| 3M | +1.6% | -29.8% | +31.4% | +7.8% |
| 6M | +3.6% | -16.6% | +20.3% | +5.6% |
| YTD | +14.2% | -4.0% | +18.3% | +12.6% |
| 1Y | +15.6% | +63.5% | -47.9% | +1.5% |
| All | +32.5% | +82.1% | -49.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling