+44.0%
XLP vs AA
-17.9%
+62.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +7.3% | -0.6% | +7.9% | +7.3% |
| 3M | +8.1% | -19.7% | +27.7% | +9.0% |
| 6M | +10.5% | -41.6% | +52.1% | +12.7% |
| YTD | +21.2% | -24.6% | +45.8% | +21.4% |
| 1Y | +22.7% | +4.9% | +17.8% | +20.5% |
| 3Y | +44.8% | +66.8% | -22.0% | +34.2% |
| All | +44.0% | -17.9% | +62.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling