+40.3%
XLC vs AUR
-35.1%
+75.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.4% |
| 30D | +2.1% | -6.4% | +8.5% | +2.5% |
| 3M | +0.7% | +7.7% | -7.0% | -0.4% |
| 6M | -3.2% | +44.5% | -47.7% | -7.4% |
| YTD | -3.8% | +67.4% | -71.2% | -9.5% |
| 1Y | -2.0% | +15.4% | -17.5% | -5.0% |
| 3Y | +71.4% | +94.8% | -23.5% | +46.3% |
| All | +40.3% | -35.1% | +75.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling