+251.6%
XLF vs AR
+43.0%
+208.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | -1.3% | +5.5% | -6.8% | -2.0% |
| 3M | +9.1% | +12.9% | -3.7% | +7.2% |
| 6M | +14.4% | +0.1% | +14.3% | +13.8% |
| YTD | +5.1% | +13.5% | -8.4% | +2.5% |
| 1Y | +8.6% | +21.6% | -12.9% | +4.6% |
| 3Y | +74.4% | +46.0% | +28.5% | +60.7% |
| 5Y | +64.4% | +143.7% | -79.4% | +37.1% |
| 10Y | +251.6% | +44.3% | +207.3% | +171.9% |
| All | +251.6% | +43.0% | +208.6% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling