+21.4%
XLB vs AS
-3.7%
+25.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.5% | -4.9% | +5.4% | +1.5% |
| 30D | +5.2% | +3.9% | +1.3% | +4.4% |
| 3M | +0.3% | -9.6% | +9.9% | +2.1% |
| 6M | +1.2% | -8.7% | +9.8% | +2.5% |
| YTD | +16.6% | -19.8% | +36.5% | +19.2% |
| 1Y | +21.4% | -1.5% | +23.0% | +24.3% |
| All | +21.4% | -3.7% | +25.2% | +24.3% |
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 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