+302.1%
XLV vs AR
-27.8%
+329.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | -1.1% | +5.5% | -6.6% | -1.4% |
| 3M | +8.2% | +12.9% | -4.6% | +7.3% |
| 6M | +8.9% | +0.1% | +8.8% | +8.7% |
| YTD | +8.5% | +13.5% | -5.0% | +7.3% |
| 1Y | +22.3% | +21.6% | +0.7% | +20.2% |
| 3Y | +32.6% | +46.0% | -13.3% | +27.6% |
| 5Y | +34.4% | +143.7% | -109.4% | +23.2% |
| 10Y | +175.4% | +44.3% | +131.1% | +145.1% |
| All | +302.1% | -27.8% | +329.8% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling