+42.7%
XLP vs AR
+75.2%
-32.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.6% |
| 7D | +3.5% | -11.7% | +15.2% | +4.0% |
| 30D | +11.6% | +1.8% | +9.7% | +11.4% |
| 3M | +7.6% | +6.0% | +1.7% | +7.3% |
| 6M | +10.0% | -7.0% | +17.1% | +10.2% |
| YTD | +19.7% | +5.6% | +14.2% | +19.0% |
| 1Y | +23.5% | +10.8% | +12.6% | +22.4% |
| 3Y | +44.0% | +19.3% | +24.7% | +40.5% |
| 5Y | +42.7% | +73.3% | -30.6% | +37.6% |
| All | +42.7% | +75.2% | -32.5% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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