+10.2%
XLF vs AR
+10.2%
0.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | +1.2% | +6.4% | -5.2% | +1.5% |
| 30D | +6.2% | +3.1% | +3.1% | +6.2% |
| 3M | +0.9% | +3.3% | -2.4% | +0.9% |
| 6M | +13.6% | +6.6% | +7.1% | +13.9% |
| YTD | +7.6% | +12.3% | -4.8% | +7.4% |
| 1Y | +10.2% | +12.3% | -2.2% | +9.9% |
| All | +10.2% | +10.2% | 0.0% | +9.9% |
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 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