+22.6%
XLP vs AHR
+365.8%
-343.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.0% | -1.5% | +0.4% | -0.8% |
| 30D | -0.9% | -1.4% | +0.5% | -0.7% |
| 3M | +3.8% | +18.6% | -14.8% | +1.5% |
| 6M | -1.7% | +6.6% | -8.3% | -2.8% |
| YTD | +10.3% | +17.5% | -7.2% | +7.8% |
| 1Y | +7.8% | +30.9% | -23.1% | +3.7% |
| All | +22.6% | +365.8% | -343.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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