+34.1%
XLP vs AR
+143.7%
-109.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -0.9% | +14.8% | -15.7% | -1.5% |
| 3M | +3.8% | +6.2% | -2.4% | +3.5% |
| 6M | -1.7% | +4.3% | -6.0% | -2.0% |
| YTD | +10.3% | +14.4% | -4.1% | +9.4% |
| 1Y | +7.8% | +21.3% | -13.5% | +6.5% |
| 3Y | +27.2% | +39.8% | -12.6% | +23.3% |
| All | +34.1% | +143.7% | -109.6% | +25.6% |
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