+11.1%
XLF vs AS
-20.3%
+31.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | 0.0% | -4.9% | +4.9% | +0.6% |
| 30D | +0.2% | -19.6% | +19.8% | +2.9% |
| 3M | +11.7% | -14.4% | +26.1% | +13.6% |
| 6M | +13.8% | -20.1% | +33.9% | +16.2% |
| YTD | +7.0% | -20.9% | +27.9% | +9.4% |
| All | +11.1% | -20.3% | +31.3% | +12.5% |
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