+31.7%
XLB vs AS
+133.7%
-102.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.6% |
| 7D | -0.4% | +7.1% | -7.5% | -1.4% |
| 30D | +5.2% | +12.8% | -7.6% | +3.3% |
| 3M | -0.1% | -14.7% | +14.6% | +2.0% |
| 6M | +2.4% | -9.9% | +12.3% | +3.6% |
| YTD | +16.9% | -16.1% | +33.0% | +18.9% |
| 1Y | +25.0% | +0.2% | +24.9% | +24.0% |
| All | +31.7% | +133.7% | -102.0% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling