+21.5%
XLV vs AS
+104.6%
-83.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -4.4% | -3.9% | -0.5% | -4.1% |
| 30D | -1.4% | -19.0% | +17.6% | +0.3% |
| 3M | +8.9% | -18.8% | +27.7% | +10.6% |
| 6M | +9.1% | -21.0% | +30.1% | +10.8% |
| YTD | +7.9% | -26.6% | +34.5% | +10.1% |
| 1Y | +22.7% | -25.3% | +48.1% | +24.9% |
| All | +21.5% | +104.6% | -83.1% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling