+788.5%
XLK vs AA
+122.9%
+665.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -3.4% | +3.6% | +0.9% |
| 30D | -0.6% | -5.8% | +5.1% | +0.4% |
| 3M | +2.6% | -29.9% | +32.5% | +9.3% |
| 6M | +34.0% | -27.0% | +61.0% | +40.7% |
| YTD | +30.7% | -8.7% | +39.4% | +30.7% |
| 1Y | +39.2% | +50.6% | -11.4% | +25.4% |
| 3Y | +120.4% | +74.1% | +46.4% | +85.8% |
| 5Y | +148.8% | +2.6% | +146.2% | +119.5% |
| All | +788.5% | +122.9% | +665.6% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling