+75.2%
XLF vs AR
+44.7%
+30.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -0.5% | +12.6% | -13.1% | -1.8% |
| 3M | +10.6% | +10.0% | +0.6% | +9.4% |
| 6M | +14.3% | +0.6% | +13.6% | +13.7% |
| YTD | +5.5% | +13.4% | -7.9% | +3.1% |
| 1Y | +9.6% | +21.7% | -12.1% | +5.5% |
| 3Y | +75.2% | +45.8% | +29.3% | +62.5% |
| All | +75.2% | +44.7% | +30.5% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling