+218.5%
XLB vs AR
-33.4%
+251.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.5% | -14.3% | +12.8% | +0.4% |
| 30D | +6.1% | +1.4% | +4.6% | +5.7% |
| 3M | 0.0% | +3.4% | -3.3% | -0.6% |
| 6M | 0.0% | -2.1% | +2.0% | -0.3% |
| YTD | +16.0% | +4.7% | +11.3% | +14.2% |
| 1Y | +24.7% | +10.6% | +14.2% | +21.7% |
| 3Y | +40.4% | +24.6% | +15.8% | +32.3% |
| 5Y | +30.7% | +71.9% | -41.2% | +15.4% |
| 10Y | +173.3% | +46.4% | +126.9% | +128.7% |
| All | +218.5% | -33.4% | +251.9% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling