+32.0%
XLP vs AS
+133.7%
-101.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +3.5% | +7.1% | -3.6% | +3.2% |
| 30D | +11.6% | +12.8% | -1.3% | +11.0% |
| 3M | +7.6% | -14.7% | +22.4% | +8.2% |
| 6M | +10.0% | -9.9% | +20.0% | +10.3% |
| YTD | +19.7% | -16.1% | +35.9% | +20.1% |
| 1Y | +23.5% | +0.2% | +23.3% | +23.0% |
| All | +32.0% | +133.7% | -101.7% | +26.5% |
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