+135.4%
XLP vs AU
+750.1%
-614.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.4% |
| 7D | +2.3% | +15.3% | -12.9% | +1.8% |
| 30D | +9.1% | -0.3% | +9.4% | +9.0% |
| 3M | +7.9% | -2.9% | +10.8% | +7.8% |
| 6M | +9.6% | -10.7% | +20.3% | +9.7% |
| YTD | +19.4% | +14.0% | +5.5% | +18.0% |
| 1Y | +22.4% | +32.5% | -10.2% | +20.1% |
| 3Y | +43.2% | +557.9% | -514.7% | +29.7% |
| 5Y | +42.6% | +441.0% | -398.4% | +28.7% |
| 10Y | +135.4% | +816.9% | -681.5% | +114.6% |
| All | +135.4% | +750.1% | -614.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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