+26.9%
XLV vs AS
-21.9%
+48.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.3% |
| 7D | +0.2% | -4.9% | +5.1% | +0.6% |
| 30D | +4.4% | -19.6% | +24.0% | +6.4% |
| 3M | +13.2% | -14.4% | +27.6% | +14.5% |
| 6M | +10.1% | -20.1% | +30.2% | +11.5% |
| YTD | +11.7% | -20.9% | +32.6% | +13.0% |
| 1Y | +26.9% | -21.9% | +48.8% | +28.0% |
| All | +26.9% | -21.9% | +48.8% | +28.0% |
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