+52.2%
XLC vs AUR
-35.0%
+87.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +11.1% | -12.5% | -2.4% |
| 30D | -0.9% | -6.9% | +6.0% | -0.4% |
| 3M | -0.3% | +5.5% | -5.8% | -1.2% |
| 6M | -5.2% | +41.0% | -46.2% | -9.1% |
| YTD | -5.3% | +69.3% | -74.6% | -11.0% |
| 1Y | -2.8% | +14.0% | -16.8% | -5.6% |
| 3Y | +71.2% | +90.1% | -18.9% | +46.5% |
| 5Y | +37.6% | -34.4% | +72.0% | +15.6% |
| All | +52.2% | -35.0% | +87.2% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling