+64.4%
XLF vs AA
+15.6%
+48.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.3% | -1.6% | +0.3% | -1.3% |
| 3M | +9.1% | -29.8% | +39.0% | +14.3% |
| 6M | +14.4% | -16.6% | +31.0% | +15.7% |
| YTD | +5.1% | -4.0% | +9.1% | +3.4% |
| 1Y | +8.6% | +63.5% | -54.9% | -2.9% |
| 3Y | +74.4% | +86.8% | -12.3% | +46.1% |
| 5Y | +64.4% | +12.4% | +52.0% | +42.6% |
| All | +64.4% | +15.6% | +48.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling