-5.8%
XLC vs AUR
-17.4%
+11.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.8% |
| 7D | +1.8% | -19.8% | +21.6% | +3.4% |
| 30D | -6.0% | -29.0% | +23.1% | -3.7% |
| 3M | -6.0% | -43.6% | +37.6% | -2.5% |
| 6M | -9.1% | -36.6% | +27.6% | -6.6% |
| YTD | -10.0% | +6.3% | -16.3% | -10.2% |
| 1Y | -5.8% | -9.0% | +3.2% | -5.7% |
| All | -5.8% | -17.4% | +11.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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