+72.3%
XLC vs AA
+89.1%
-16.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | +0.6% | +1.7% | -1.1% | +0.4% |
| 30D | +0.2% | +3.3% | -3.1% | -0.2% |
| 3M | +0.6% | -29.4% | +30.1% | +4.4% |
| 6M | -4.5% | -12.8% | +8.3% | -4.1% |
| YTD | -4.7% | -2.1% | -2.6% | -6.3% |
| 1Y | -1.7% | +62.8% | -64.4% | -11.0% |
| 3Y | +72.3% | +90.5% | -18.2% | +46.9% |
| All | +72.3% | +89.1% | -16.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling