+833.6%
XLB vs AA
+44.1%
+789.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | 0.0% |
| 7D | -1.4% | +4.8% | -6.2% | -3.0% |
| 30D | +7.1% | -0.6% | +7.7% | +7.1% |
| 3M | +0.6% | -16.3% | +16.9% | +6.0% |
| 6M | +3.5% | -33.4% | +36.9% | +15.9% |
| YTD | +18.2% | -20.7% | +38.9% | +22.3% |
| 1Y | +25.6% | +12.9% | +12.7% | +14.4% |
| 3Y | +46.7% | +75.7% | -29.0% | +4.8% |
| 5Y | +30.9% | -6.8% | +37.7% | +4.4% |
| 10Y | +167.7% | +53.6% | +114.1% | +34.0% |
| All | +833.6% | +44.1% | +789.4% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling