+561.3%
XLP vs AA
+32.4%
+528.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.2% |
| 7D | +3.5% | -3.7% | +7.2% | +3.9% |
| 30D | +11.6% | -10.8% | +22.3% | +12.8% |
| 3M | +7.6% | -19.1% | +26.7% | +9.7% |
| 6M | +10.0% | -38.7% | +48.7% | +14.8% |
| YTD | +19.7% | -27.1% | +46.9% | +21.7% |
| 1Y | +23.5% | +8.3% | +15.1% | +19.9% |
| 3Y | +44.0% | +49.6% | -5.6% | +30.4% |
| 5Y | +42.7% | -15.5% | +58.2% | +32.8% |
| 10Y | +131.3% | +60.9% | +70.5% | +78.1% |
| All | +561.3% | +32.4% | +528.9% | +377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling