+56.5%
XLF vs AS
+137.8%
-81.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +1.4% |
| 30D | +6.5% | +13.2% | -6.7% | +4.8% |
| 3M | +1.2% | -11.9% | +13.1% | +2.6% |
| 6M | +14.6% | -11.6% | +26.1% | +15.9% |
| YTD | +7.7% | -14.7% | +22.4% | +9.0% |
| 1Y | +11.8% | +5.7% | +6.1% | +10.1% |
| All | +56.5% | +137.8% | -81.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling