+148.7%
XLK vs AU
+686.2%
-537.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.7% |
| 30D | -0.6% | +7.3% | -7.9% | -1.6% |
| 3M | +2.6% | +26.3% | -23.8% | -0.5% |
| 6M | +34.0% | +1.8% | +32.2% | +32.4% |
| YTD | +30.7% | +26.8% | +3.9% | +26.2% |
| 1Y | +39.2% | +66.7% | -27.5% | +30.8% |
| 3Y | +120.4% | +579.1% | -458.6% | +79.0% |
| All | +148.7% | +686.2% | -537.5% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling