+224.2%
XLF vs AR
+52.4%
+171.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.4% |
| 7D | +1.9% | -5.8% | +7.7% | +2.7% |
| 30D | +6.5% | +4.8% | +1.7% | +5.7% |
| 3M | +1.2% | +1.5% | -0.3% | +0.7% |
| 6M | +14.6% | +4.7% | +9.9% | +13.3% |
| YTD | +7.7% | +9.2% | -1.5% | +5.3% |
| 1Y | +11.8% | +11.2% | +0.6% | +8.9% |
| 3Y | +80.1% | +46.2% | +33.8% | +65.7% |
| 5Y | +59.0% | +98.1% | -39.1% | +36.3% |
| 10Y | +224.2% | +54.5% | +169.6% | +148.1% |
| All | +224.2% | +52.4% | +171.8% | +148.1% |
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