+133.6%
XLC vs AR
+98.6%
+34.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.1% | +6.4% | -3.3% | +2.6% |
| 30D | -4.2% | +3.1% | -7.3% | -4.5% |
| 3M | -2.1% | +3.3% | -5.4% | -2.5% |
| 6M | -6.6% | +6.6% | -13.2% | -7.4% |
| YTD | -7.8% | +12.3% | -20.1% | -9.2% |
| 1Y | -4.1% | +12.3% | -16.4% | -5.6% |
| 3Y | +62.6% | +50.4% | +12.2% | +54.8% |
| 5Y | +39.6% | +101.0% | -61.4% | +28.8% |
| All | +133.6% | +98.6% | +34.9% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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