+14.9%
XLB vs AR
+17.5%
-2.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | -0.3% |
| 30D | -1.7% | +12.6% | -14.3% | -1.3% |
| 3M | +4.4% | +10.0% | -5.7% | +4.8% |
| 6M | +5.0% | +0.6% | +4.4% | +5.0% |
| YTD | +15.5% | +13.4% | +2.1% | +14.8% |
| 1Y | +14.9% | +21.7% | -6.8% | +14.4% |
| All | +14.9% | +17.5% | -2.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling