+22.5%
XLV vs AS
+114.1%
-91.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | -2.6% | -2.6% | 0.0% | -2.4% |
| 30D | +0.9% | -22.1% | +23.0% | +2.9% |
| 3M | +10.0% | -15.3% | +25.3% | +11.3% |
| 6M | +10.4% | -15.6% | +26.0% | +11.5% |
| YTD | +8.9% | -23.2% | +32.1% | +10.7% |
| 1Y | +23.4% | -21.7% | +45.1% | +25.0% |
| All | +22.5% | +114.1% | -91.6% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling