+508.9%
XLP vs AU
+861.5%
-352.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.0% | -3.6% | +2.6% | -0.9% |
| 30D | -0.9% | +23.9% | -24.8% | -1.7% |
| 3M | +3.8% | +19.1% | -15.3% | +3.0% |
| 6M | -1.7% | -0.2% | -1.6% | -2.1% |
| YTD | +10.3% | +32.5% | -22.2% | +8.6% |
| 1Y | +7.8% | +96.9% | -89.1% | +4.5% |
| 3Y | +27.2% | +614.7% | -587.5% | +16.7% |
| 5Y | +32.5% | +647.7% | -615.2% | +20.6% |
| 10Y | +101.8% | +679.2% | -577.4% | +80.6% |
| All | +508.9% | +861.5% | -352.5% | +437.4% |
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