+52.0%
XLF vs AHR
+356.1%
-304.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | -1.2% | +1.9% | -3.0% | -1.5% |
| 3M | +9.2% | +15.7% | -6.5% | +6.2% |
| 6M | +16.3% | +2.5% | +13.8% | +15.5% |
| YTD | +5.4% | +15.0% | -9.6% | +2.1% |
| 1Y | +7.6% | +28.1% | -20.5% | +1.3% |
| All | +52.0% | +356.1% | -304.1% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling