+10.2%
XLF vs AS
-3.0%
+13.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.3% |
| 7D | +1.2% | -3.6% | +4.8% | +1.7% |
| 30D | +6.2% | +3.4% | +2.8% | +5.7% |
| 3M | +0.9% | -8.6% | +9.5% | +1.8% |
| 6M | +13.6% | -10.0% | +23.7% | +14.5% |
| YTD | +7.6% | -19.2% | +26.8% | +9.6% |
| 1Y | +10.2% | -3.8% | +14.0% | +11.8% |
| All | +10.2% | -3.0% | +13.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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