+21.6%
XLP vs AS
+120.4%
-98.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | -1.0% | -4.9% | +3.9% | -0.8% |
| 30D | -0.9% | -19.6% | +18.7% | 0.0% |
| 3M | +3.8% | -14.4% | +18.2% | +4.4% |
| 6M | -1.7% | -20.1% | +18.4% | -1.1% |
| YTD | +10.3% | -20.9% | +31.2% | +10.9% |
| 1Y | +7.8% | -21.9% | +29.7% | +8.5% |
| All | +21.6% | +120.4% | -98.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling