+46.3%
XLC vs AS
+131.9%
-85.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +3.5% | -3.0% | +6.5% | +3.9% |
| 30D | -2.6% | +9.6% | -12.1% | -3.8% |
| 3M | -2.1% | -8.2% | +6.1% | -1.1% |
| 6M | -5.5% | -9.9% | +4.4% | -4.4% |
| YTD | -6.9% | -16.8% | +9.9% | -5.3% |
| 1Y | -3.7% | +3.0% | -6.7% | -5.0% |
| All | +46.3% | +131.9% | -85.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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