+422.3%
XLF vs AA
+71.8%
+350.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +0.2% | +5.0% | -4.8% | -1.7% |
| 3M | +11.7% | -35.8% | +47.5% | +25.7% |
| 6M | +13.8% | -18.4% | +32.2% | +17.2% |
| YTD | +7.0% | -5.5% | +12.5% | +4.2% |
| 1Y | +9.1% | +61.0% | -51.8% | -11.4% |
| 3Y | +75.6% | +66.2% | +9.4% | +29.5% |
| 5Y | +66.4% | +11.4% | +55.0% | +24.1% |
| 10Y | +250.3% | +116.9% | +133.4% | +61.8% |
| All | +422.3% | +71.8% | +350.5% | +115.1% |
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