-2.0%
XLC vs AU
+72.0%
-74.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +0.5% | -4.3% | +4.8% | +0.7% |
| 30D | +2.1% | +7.3% | -5.2% | +1.8% |
| 3M | +0.7% | +26.3% | -25.6% | -0.3% |
| 6M | -3.2% | +1.8% | -5.0% | -3.9% |
| YTD | -3.8% | +26.8% | -30.6% | -5.2% |
| 1Y | -2.0% | +66.7% | -68.7% | -5.3% |
| All | -2.0% | +72.0% | -74.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling