+29.5%
XLB vs AS
+3.3%
+26.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.5% |
| 7D | +3.9% | +13.8% | -9.8% | +1.5% |
| 30D | +8.9% | +16.7% | -7.8% | +5.8% |
| 3M | +4.1% | -11.5% | +15.6% | +6.3% |
| 6M | +7.3% | -5.5% | +12.8% | +7.9% |
| YTD | +20.4% | -14.2% | +34.6% | +21.5% |
| 1Y | +29.5% | +2.1% | +27.5% | +29.7% |
| All | +29.5% | +3.3% | +26.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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