+33.4%
XLB vs AS
+131.9%
-98.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.7% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +7.2% | +9.6% | -2.3% | +5.8% |
| 3M | 0.0% | -8.2% | +8.2% | +1.1% |
| 6M | +2.3% | -9.9% | +12.2% | +3.5% |
| YTD | +18.4% | -16.8% | +35.2% | +20.6% |
| 1Y | +23.3% | +3.0% | +20.4% | +21.9% |
| All | +33.4% | +131.9% | -98.5% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling