+811.7%
XLB vs AU
+850.6%
-38.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.8% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -1.7% | +12.8% | -14.5% | -3.6% |
| 3M | +4.4% | +28.5% | -24.1% | +0.3% |
| 6M | +5.0% | +4.8% | +0.2% | +3.2% |
| YTD | +15.5% | +31.0% | -15.5% | +9.5% |
| 1Y | +14.9% | +81.4% | -66.5% | +3.6% |
| 3Y | +34.5% | +618.4% | -583.9% | -2.9% |
| 5Y | +36.5% | +686.3% | -649.8% | -5.1% |
| 10Y | +159.6% | +664.5% | -504.9% | +65.8% |
| All | +811.7% | +850.6% | -38.8% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling