+8.6%
XLF vs AR
+21.2%
-12.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | -1.2% | +0.1% | -1.1% |
| 30D | -1.3% | +5.5% | -6.8% | -1.2% |
| 3M | +9.1% | +12.9% | -3.7% | +9.5% |
| 6M | +14.4% | +0.1% | +14.3% | +14.1% |
| YTD | +5.1% | +13.5% | -8.4% | +4.6% |
| 1Y | +8.6% | +21.6% | -12.9% | +8.1% |
| All | +8.6% | +21.2% | -12.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling