+64.9%
XLF vs AUR
-36.7%
+101.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -1.6% | -8.9% | +7.3% | -1.1% |
| 3M | +9.3% | +4.6% | +4.6% | +8.6% |
| 6M | +14.6% | +44.9% | -30.3% | +10.8% |
| YTD | +4.7% | +64.8% | -60.1% | +0.2% |
| 1Y | +8.6% | +16.4% | -7.7% | +6.1% |
| 3Y | +73.9% | +85.1% | -11.2% | +57.2% |
| 5Y | +65.0% | -36.1% | +101.2% | +43.7% |
| All | +64.9% | -36.7% | +101.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling