+425.1%
XLF vs AA
+39.4%
+385.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +1.2% | +5.3% | -4.0% | -0.4% |
| 30D | +6.2% | -2.3% | +8.4% | +6.6% |
| 3M | +0.9% | -20.8% | +21.7% | +7.4% |
| 6M | +13.6% | -39.8% | +53.5% | +29.1% |
| YTD | +7.6% | -23.3% | +30.9% | +11.0% |
| 1Y | +10.2% | +1.8% | +8.3% | +3.6% |
| 3Y | +79.8% | +69.5% | +10.3% | +31.6% |
| 5Y | +58.0% | -18.0% | +76.0% | +31.2% |
| 10Y | +222.8% | +45.7% | +177.2% | +71.1% |
| All | +425.1% | +39.4% | +385.7% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling