+552.8%
XLP vs AU
+719.7%
-166.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.5% |
| 7D | +0.7% | +16.5% | -15.8% | +0.2% |
| 30D | +10.3% | +3.3% | +7.0% | +10.1% |
| 3M | +6.5% | +6.8% | -0.3% | +6.1% |
| 6M | +8.4% | -3.9% | +12.3% | +8.2% |
| YTD | +18.2% | +12.9% | +5.3% | +17.0% |
| 1Y | +22.4% | +43.5% | -21.0% | +20.1% |
| 3Y | +41.9% | +445.5% | -403.6% | +31.5% |
| 5Y | +40.9% | +469.0% | -428.1% | +29.3% |
| 10Y | +128.4% | +698.3% | -570.0% | +104.2% |
| All | +552.8% | +719.7% | -166.9% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling