+31.7%
XLB vs AUR
-34.9%
+66.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.1% |
| 7D | -0.2% | +19.2% | -19.5% | -1.6% |
| 30D | -1.7% | -7.8% | +6.0% | -1.3% |
| 3M | +4.4% | +4.0% | +0.4% | +3.7% |
| 6M | +5.0% | +45.0% | -40.0% | +1.3% |
| YTD | +15.5% | +69.5% | -54.1% | +9.9% |
| 1Y | +14.9% | +13.0% | +1.9% | +12.3% |
| 3Y | +34.5% | +90.4% | -55.8% | +19.8% |
| 5Y | +36.5% | -34.2% | +70.7% | +17.4% |
| All | +31.7% | -34.9% | +66.6% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling