+36.5%
XLB vs AA
+17.0%
+19.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | -1.7% | +3.3% | -5.1% | -2.6% |
| 3M | +4.4% | -29.4% | +33.8% | +11.3% |
| 6M | +5.0% | -12.8% | +17.8% | +6.3% |
| YTD | +15.5% | -2.1% | +17.6% | +13.4% |
| 1Y | +14.9% | +62.8% | -47.8% | +0.3% |
| 3Y | +34.5% | +90.5% | -55.9% | +7.9% |
| 5Y | +36.5% | +19.1% | +17.5% | +17.4% |
| All | +36.5% | +17.0% | +19.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling