+9.1%
XLF vs AHR
+33.1%
-23.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | 0.0% | -1.5% | +1.5% | 0.0% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +11.7% | +18.6% | -6.9% | +11.4% |
| 6M | +13.8% | +6.6% | +7.2% | +13.4% |
| YTD | +7.0% | +17.5% | -10.5% | +6.8% |
| 1Y | +9.1% | +30.9% | -21.7% | +7.5% |
| All | +9.1% | +33.1% | -23.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling