+1,477.5%
XLK vs AA
+77.9%
+1,399.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.6% |
| 7D | +2.3% | +1.7% | +0.7% | +1.9% |
| 30D | -0.1% | +3.3% | -3.4% | -1.1% |
| 3M | +2.1% | -29.4% | +31.5% | +10.4% |
| 6M | +37.2% | -12.8% | +50.0% | +39.5% |
| YTD | +30.8% | -2.1% | +32.9% | +28.5% |
| 1Y | +42.6% | +62.8% | -20.1% | +22.2% |
| 3Y | +121.8% | +90.5% | +31.3% | +73.1% |
| 5Y | +145.7% | +19.1% | +126.6% | +98.9% |
| 10Y | +782.1% | +124.8% | +657.3% | +394.7% |
| All | +1,477.5% | +77.9% | +1,399.7% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling