+412.9%
XLF vs AU
+856.7%
-443.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -1.3% | +12.3% | -13.6% | -2.2% |
| 3M | +9.1% | +29.4% | -20.2% | +6.9% |
| 6M | +14.4% | +3.2% | +11.1% | +13.4% |
| YTD | +5.1% | +31.8% | -26.7% | +2.1% |
| 1Y | +8.6% | +83.4% | -74.8% | +2.8% |
| 3Y | +74.4% | +623.1% | -548.7% | +47.2% |
| 5Y | +64.4% | +700.5% | -636.1% | +35.5% |
| 10Y | +251.6% | +717.6% | -466.0% | +174.5% |
| All | +412.9% | +856.7% | -443.8% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling