+159.8%
XLB vs AU
+699.0%
-539.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.8% | -4.3% | +1.4% | -2.4% |
| 30D | -3.1% | +7.3% | -10.4% | -3.9% |
| 3M | -0.2% | +26.3% | -26.5% | -2.8% |
| 6M | +3.1% | +1.8% | +1.3% | +2.1% |
| YTD | +13.3% | +26.8% | -13.5% | +9.6% |
| 1Y | +12.0% | +66.7% | -54.7% | +5.3% |
| 3Y | +31.4% | +579.1% | -547.7% | +6.6% |
| 5Y | +33.9% | +689.3% | -655.4% | +6.0% |
| All | +159.8% | +699.0% | -539.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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