+127.5%
XLC vs AR
+85.1%
+42.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +4.9% | -14.3% | +19.2% | +6.1% |
| 30D | -5.8% | +1.4% | -7.2% | -6.0% |
| 3M | -5.4% | +3.4% | -8.8% | -5.9% |
| 6M | -10.2% | -2.1% | -8.1% | -10.3% |
| YTD | -10.2% | +4.7% | -14.9% | -11.0% |
| 1Y | -5.6% | +10.6% | -16.2% | -7.0% |
| 3Y | +61.0% | +24.6% | +36.4% | +55.5% |
| 5Y | +35.2% | +71.9% | -36.6% | +26.1% |
| All | +127.5% | +85.1% | +42.4% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling