+169.4%
XLV vs AA
+122.9%
+46.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -3.4% | -0.1% | -3.3% |
| 30D | -1.8% | -5.8% | +4.0% | -1.3% |
| 3M | +7.8% | -29.9% | +37.7% | +11.2% |
| 6M | +9.1% | -27.0% | +36.1% | +11.6% |
| YTD | +7.7% | -8.7% | +16.4% | +7.3% |
| 1Y | +20.4% | +50.6% | -30.2% | +13.4% |
| 3Y | +30.8% | +74.1% | -43.3% | +17.9% |
| 5Y | +34.6% | +2.6% | +32.0% | +23.8% |
| All | +169.4% | +122.9% | +46.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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