+57.6%
XLF vs AS
+123.4%
-65.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.7% | -4.9% | +7.5% | +3.3% |
| 30D | +7.6% | +3.9% | +3.7% | +7.1% |
| 3M | +1.1% | -9.6% | +10.7% | +2.2% |
| 6M | +15.9% | -8.7% | +24.6% | +16.7% |
| YTD | +8.4% | -19.8% | +28.3% | +10.6% |
| 1Y | +12.5% | -1.5% | +14.1% | +11.8% |
| All | +57.6% | +123.4% | -65.9% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling