+34.0%
XLB vs AUR
-35.1%
+69.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.8% | +1.4% | -4.3% | -2.9% |
| 30D | -3.1% | -6.4% | +3.3% | -2.8% |
| 3M | -0.2% | +7.7% | -7.9% | -1.1% |
| 6M | +3.1% | +44.5% | -41.4% | -0.6% |
| YTD | +13.3% | +67.4% | -54.2% | +7.9% |
| 1Y | +12.0% | +15.4% | -3.4% | +9.3% |
| 3Y | +31.4% | +94.8% | -63.4% | +16.8% |
| All | +34.0% | -35.1% | +69.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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