+7.2%
XLP vs AA
+62.9%
-55.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.5% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | -1.3% | +3.3% | -4.6% | -1.1% |
| 3M | +1.8% | -29.4% | +31.3% | +0.8% |
| 6M | -0.8% | -12.8% | +12.0% | -1.5% |
| YTD | +9.5% | -2.1% | +11.7% | +9.0% |
| 1Y | +7.2% | +62.8% | -55.6% | +7.4% |
| All | +7.2% | +62.9% | -55.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling