+69.7%
XLC vs AUR
+81.4%
-11.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | +0.2% | -8.9% | +9.1% | +0.7% |
| 3M | +0.7% | +4.6% | -3.9% | +0.1% |
| 6M | -4.5% | +44.9% | -49.3% | -7.7% |
| YTD | -4.7% | +64.8% | -69.6% | -9.1% |
| 1Y | -1.5% | +16.4% | -17.9% | -3.9% |
| All | +69.7% | +81.4% | -11.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling