+2.4%
XLB vs AS
-8.7%
+11.1%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -0.4% | +7.1% | -7.5% | -1.6% |
| 30D | +5.2% | +12.8% | -7.6% | +2.9% |
| 3M | -0.1% | -14.7% | +14.6% | +3.2% |
| 6M | +2.4% | -9.9% | +12.3% | +3.8% |
| All | +2.4% | -8.7% | +11.1% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling