+9.1%
XLV vs AA
-21.2%
+30.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.4% |
| 7D | -4.4% | -5.4% | +1.0% | -4.2% |
| 30D | -1.4% | -10.7% | +9.3% | -1.1% |
| 3M | +8.9% | -26.2% | +35.0% | +10.0% |
| 6M | +9.1% | -20.9% | +30.0% | +7.9% |
| All | +9.1% | -21.2% | +30.3% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling