+35.5%
XLV vs AR
+135.2%
-99.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -3.6% | -2.5% | -1.1% | -3.4% |
| 30D | -1.8% | +2.5% | -4.4% | -2.0% |
| 3M | +7.8% | +12.3% | -4.5% | +6.9% |
| 6M | +9.1% | -3.1% | +12.2% | +9.1% |
| YTD | +7.7% | +11.5% | -3.8% | +6.5% |
| 1Y | +20.4% | +17.0% | +3.4% | +18.5% |
| 3Y | +30.8% | +47.3% | -16.5% | +25.2% |
| All | +35.5% | +135.2% | -99.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling