+34.0%
XLP vs AUR
-35.0%
+69.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +11.1% | -14.0% | -3.0% |
| 30D | -2.2% | -6.9% | +4.6% | -2.2% |
| 3M | -0.6% | +5.5% | -6.1% | -0.7% |
| 6M | -2.2% | +41.0% | -43.2% | -3.0% |
| YTD | +8.3% | +69.3% | -61.0% | +7.0% |
| 1Y | +5.7% | +14.0% | -8.3% | +5.1% |
| 3Y | +25.7% | +90.1% | -64.4% | +21.8% |
| 5Y | +31.3% | -34.4% | +65.7% | +24.2% |
| All | +34.0% | -35.0% | +69.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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