+159.6%
XLB vs AR
+45.1%
+114.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -1.7% | +12.6% | -14.3% | -3.2% |
| 3M | +4.4% | +10.0% | -5.7% | +2.9% |
| 6M | +5.0% | +0.6% | +4.4% | +4.4% |
| YTD | +15.5% | +13.4% | +2.1% | +12.9% |
| 1Y | +14.9% | +21.7% | -6.8% | +11.0% |
| 3Y | +34.5% | +45.8% | -11.3% | +24.8% |
| 5Y | +36.5% | +144.3% | -107.7% | +16.9% |
| 10Y | +159.6% | +41.8% | +117.8% | +125.0% |
| All | +159.6% | +45.1% | +114.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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