+51.0%
XLF vs AHR
+360.2%
-309.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.9% | -3.0% | +0.2% | -2.4% |
| 30D | -1.6% | +2.6% | -4.2% | -2.1% |
| 3M | +9.3% | +16.0% | -6.8% | +6.2% |
| 6M | +14.6% | +3.1% | +11.5% | +13.6% |
| YTD | +4.7% | +16.0% | -11.3% | +1.3% |
| 1Y | +8.6% | +28.0% | -19.3% | +2.4% |
| All | +51.0% | +360.2% | -309.2% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling