+139.9%
XLC vs AA
+19.6%
+120.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -0.9% | -1.6% | +0.7% | -0.8% |
| 3M | -0.3% | -29.8% | +29.5% | +4.7% |
| 6M | -5.2% | -16.6% | +11.4% | -3.9% |
| YTD | -5.3% | -4.0% | -1.3% | -6.7% |
| 1Y | -2.8% | +63.5% | -66.3% | -13.1% |
| 3Y | +71.2% | +86.8% | -15.6% | +43.7% |
| 5Y | +37.6% | +12.4% | +25.2% | +19.4% |
| All | +139.9% | +19.6% | +120.3% | +72.8% |
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