+47.9%
XLP vs AUR
-54.5%
+102.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | +2.3% | +6.6% | -4.2% | +2.3% |
| 30D | +9.1% | -22.0% | +31.1% | +9.4% |
| 3M | +7.9% | -34.8% | +42.7% | +8.4% |
| 6M | +9.6% | -35.7% | +45.3% | +10.1% |
| YTD | +19.4% | +18.5% | +1.0% | +18.5% |
| 1Y | +22.4% | +4.4% | +18.0% | +21.6% |
| 3Y | +43.2% | +150.7% | -107.5% | +37.7% |
| 5Y | +42.6% | -53.6% | +96.1% | +35.9% |
| All | +47.9% | -54.5% | +102.4% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling