+27.1%
XLP vs AUR
+90.4%
-63.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -0.7% |
| 7D | -1.4% | +19.2% | -20.7% | -1.6% |
| 30D | -1.3% | -7.8% | +6.5% | -1.2% |
| 3M | +1.8% | +4.0% | -2.1% | +1.7% |
| 6M | -0.8% | +45.0% | -45.8% | -1.5% |
| YTD | +9.5% | +69.5% | -60.0% | +8.5% |
| 1Y | +7.2% | +13.0% | -5.8% | +6.7% |
| 3Y | +27.1% | +90.4% | -63.2% | +23.5% |
| All | +27.1% | +90.4% | -63.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling