+142.5%
XLC vs AA
+17.8%
+124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.8% | -0.7% | -0.2% | -0.7% |
| 30D | +1.0% | +5.0% | -3.9% | +0.1% |
| 3M | -0.7% | -35.8% | +35.1% | +5.7% |
| 6M | -5.1% | -18.4% | +13.2% | -3.5% |
| YTD | -4.3% | -5.5% | +1.2% | -5.5% |
| 1Y | -0.6% | +61.0% | -61.5% | -10.9% |
| 3Y | +72.7% | +66.2% | +6.5% | +47.8% |
| 5Y | +38.0% | +11.4% | +26.6% | +19.9% |
| All | +142.5% | +17.8% | +124.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling