+64.3%
XLF vs AU
+686.2%
-622.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | -4.3% | +2.8% | -1.3% |
| 30D | -1.2% | +7.3% | -8.5% | -1.5% |
| 3M | +9.2% | +26.3% | -17.1% | +7.8% |
| 6M | +16.3% | +1.8% | +14.6% | +15.7% |
| YTD | +5.4% | +26.8% | -21.4% | +3.5% |
| 1Y | +7.6% | +66.7% | -59.1% | +4.0% |
| 3Y | +74.2% | +579.1% | -504.9% | +53.3% |
| All | +64.3% | +686.2% | -622.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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