+101.4%
XLP vs AA
+115.8%
-14.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -0.9% | +5.0% | -5.9% | -1.3% |
| 3M | +3.8% | -35.8% | +39.6% | +6.6% |
| 6M | -1.7% | -18.4% | +16.7% | -1.1% |
| YTD | +10.3% | -5.5% | +15.7% | +9.5% |
| 1Y | +7.8% | +61.0% | -53.2% | +2.4% |
| 3Y | +27.2% | +66.2% | -39.0% | +17.8% |
| 5Y | +32.5% | +11.4% | +21.1% | +23.3% |
| All | +101.4% | +115.8% | -14.5% | +54.3% |
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 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