+9.1%
XLF vs AUR
+11.8%
-2.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | 0.0% | +8.7% | -8.7% | -0.6% |
| 30D | +0.2% | -5.2% | +5.4% | +0.3% |
| 3M | +11.7% | -7.3% | +19.0% | +11.8% |
| 6M | +13.8% | +41.2% | -27.4% | +8.4% |
| YTD | +7.0% | +65.1% | -58.1% | -0.1% |
| 1Y | +9.1% | +13.4% | -4.3% | +4.9% |
| All | +9.1% | +11.8% | -2.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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