+217.7%
XLF vs AA
+42.1%
+175.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +7.6% | -0.6% | +8.2% | +7.6% |
| 3M | +1.1% | -19.7% | +20.7% | +5.3% |
| 6M | +15.9% | -41.6% | +57.5% | +27.6% |
| YTD | +8.4% | -24.6% | +33.1% | +11.3% |
| 1Y | +12.5% | +4.9% | +7.6% | +6.9% |
| 3Y | +81.6% | +66.8% | +14.7% | +45.6% |
| 5Y | +59.3% | -19.4% | +78.7% | +40.8% |
| All | +217.7% | +42.1% | +175.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling