+221.0%
XLP vs AR
-30.9%
+251.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.3% | +9.6% | +3.6% |
| 7D | +5.9% | -11.1% | +17.0% | +6.3% |
| 30D | +13.5% | +7.9% | +5.6% | +13.1% |
| 3M | +8.4% | +4.9% | +3.5% | +8.1% |
| 6M | +11.5% | -5.3% | +16.9% | +11.6% |
| YTD | +20.6% | +8.6% | +12.0% | +19.9% |
| 1Y | +24.3% | +13.7% | +10.6% | +23.3% |
| 3Y | +45.1% | +22.8% | +22.3% | +42.4% |
| 5Y | +44.6% | +82.0% | -37.4% | +38.5% |
| 10Y | +133.1% | +51.8% | +81.2% | +113.0% |
| All | +221.0% | -30.9% | +251.8% | +200.6% |
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 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