+136.8%
XLP vs AA
+48.4%
+88.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | -0.5% | +1.1% | -1.7% | -0.6% |
| 30D | +8.3% | -1.3% | +9.6% | +8.4% |
| 3M | +8.7% | -23.9% | +32.6% | +10.5% |
| 6M | +11.2% | -36.8% | +48.0% | +14.0% |
| YTD | +20.0% | -22.2% | +42.2% | +20.6% |
| 1Y | +21.3% | +10.4% | +11.0% | +18.6% |
| 3Y | +43.8% | +72.0% | -28.2% | +32.3% |
| 5Y | +43.3% | -15.6% | +58.9% | +36.4% |
| 10Y | +136.8% | +47.8% | +89.0% | +85.1% |
| All | +136.8% | +48.4% | +88.4% | +85.1% |
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