+134.0%
XLC vs AA
-5.5%
+139.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.0% |
| 7D | +6.2% | +1.2% | +5.0% | +6.0% |
| 30D | -2.4% | -5.0% | +2.6% | -1.7% |
| 3M | -3.3% | -22.2% | +18.9% | +0.1% |
| 6M | -7.3% | -36.3% | +29.0% | -1.8% |
| YTD | -7.6% | -24.2% | +16.6% | -5.8% |
| 1Y | -3.7% | +3.9% | -7.6% | -7.1% |
| 3Y | +62.9% | +67.6% | -4.6% | +39.0% |
| 5Y | +41.6% | -8.8% | +50.5% | +27.5% |
| All | +134.0% | -5.5% | +139.5% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling