+508.9%
XLP vs AA
+71.8%
+437.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.9% | +5.0% | -5.9% | -1.5% |
| 3M | +3.8% | -35.8% | +39.6% | +8.2% |
| 6M | -1.7% | -18.4% | +16.7% | -0.7% |
| YTD | +10.3% | -5.5% | +15.7% | +9.3% |
| 1Y | +7.8% | +61.0% | -53.2% | +0.2% |
| 3Y | +27.2% | +66.2% | -39.0% | +14.1% |
| 5Y | +32.5% | +11.4% | +21.1% | +19.4% |
| 10Y | +101.8% | +116.9% | -15.1% | +50.3% |
| All | +508.9% | +71.8% | +437.2% | +328.9% |
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