+45.7%
XLC vs AHR
+360.2%
-314.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.7% | -3.0% | +1.4% | -1.2% |
| 30D | +0.2% | +2.6% | -2.4% | -0.2% |
| 3M | +0.7% | +16.0% | -15.3% | -1.7% |
| 6M | -4.5% | +3.1% | -7.5% | -5.1% |
| YTD | -4.7% | +16.0% | -20.8% | -7.3% |
| 1Y | -1.5% | +28.0% | -29.5% | -6.1% |
| All | +45.7% | +360.2% | -314.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling