+39.3%
XLC vs AU
+673.1%
-633.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | -1.7% | -7.0% | +5.3% | -1.2% |
| 30D | +0.2% | +7.3% | -7.1% | -0.4% |
| 3M | +0.7% | +33.2% | -32.5% | -1.5% |
| 6M | -4.5% | -0.6% | -3.8% | -5.0% |
| YTD | -4.7% | +26.2% | -30.9% | -7.2% |
| 1Y | -1.5% | +68.3% | -69.8% | -6.4% |
| 3Y | +72.2% | +592.1% | -519.9% | +41.9% |
| 5Y | +39.3% | +685.3% | -645.9% | +11.1% |
| All | +39.3% | +673.1% | -633.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling