+32.9%
XLV vs AS
+3.3%
+29.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.1% | +2.6% |
| 7D | +5.5% | +13.8% | -8.2% | +4.3% |
| 30D | +13.3% | +16.7% | -3.4% | +11.7% |
| 3M | +17.4% | -11.5% | +29.0% | +18.5% |
| 6M | +32.1% | -5.5% | +37.6% | +32.1% |
| YTD | +24.0% | -14.2% | +38.2% | +24.2% |
| 1Y | +32.9% | +2.1% | +30.8% | +32.0% |
| All | +32.9% | +3.3% | +29.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling