+193.3%
XLP vs AR
-27.2%
+220.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 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% | +9.5% |
| 1Y | +7.8% | +21.3% | -13.5% | +6.7% |
| 3Y | +27.2% | +39.8% | -12.6% | +24.2% |
| 5Y | +32.5% | +142.1% | -109.5% | +25.6% |
| 10Y | +101.8% | +52.0% | +49.7% | +84.5% |
| All | +193.3% | -27.2% | +220.6% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling