+24.7%
XLB vs AS
+0.9%
+23.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.5% | +6.9% | -8.4% | -2.7% |
| 30D | +6.1% | +16.0% | -9.9% | +3.2% |
| 3M | 0.0% | -12.8% | +12.9% | +2.5% |
| 6M | 0.0% | -15.4% | +15.3% | +2.6% |
| YTD | +16.0% | -15.7% | +31.8% | +17.5% |
| 1Y | +24.7% | +6.1% | +18.7% | +24.8% |
| All | +24.7% | +0.9% | +23.8% | +24.8% |
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