-5.8%
XLC vs AA
+13.9%
-19.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.4% |
| 7D | +1.8% | +0.9% | +0.8% | +1.7% |
| 30D | -6.0% | -6.4% | +0.5% | -5.9% |
| 3M | -6.0% | -13.0% | +6.9% | -5.9% |
| 6M | -9.1% | -34.6% | +25.6% | -8.4% |
| YTD | -10.0% | -23.0% | +13.0% | -10.1% |
| 1Y | -5.8% | +16.0% | -21.8% | -8.1% |
| All | -5.8% | +13.9% | -19.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling