+136.0%
XLC vs AU
+1,188.3%
-1,052.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.1% |
| 7D | +3.7% | -7.2% | +10.9% | +4.1% |
| 30D | -1.9% | -2.9% | +0.9% | -1.8% |
| 3M | -3.1% | -8.7% | +5.6% | -2.8% |
| 6M | -6.4% | -14.1% | +7.8% | -6.0% |
| YTD | -6.8% | +4.8% | -11.6% | -7.8% |
| 1Y | -1.7% | +11.9% | -13.6% | -3.1% |
| 3Y | +64.7% | +513.8% | -449.1% | +46.3% |
| 5Y | +41.1% | +379.3% | -338.2% | +24.9% |
| All | +136.0% | +1,188.3% | -1,052.3% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling