+139.9%
XLC vs AU
+1,520.3%
-1,380.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -1.4% | +0.6% | -2.1% | -1.4% |
| 30D | -0.9% | +12.3% | -13.2% | -1.5% |
| 3M | -0.3% | +29.4% | -29.7% | -1.8% |
| 6M | -5.2% | +3.2% | -8.4% | -5.8% |
| YTD | -5.3% | +31.8% | -37.1% | -7.3% |
| 1Y | -2.8% | +83.4% | -86.2% | -6.7% |
| 3Y | +71.2% | +623.1% | -551.9% | +50.7% |
| 5Y | +37.6% | +700.5% | -662.9% | +19.5% |
| All | +139.9% | +1,520.3% | -1,380.4% | +117.2% |
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