+35.5%
XLV vs AU
+686.2%
-650.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -3.3% |
| 30D | -1.8% | +7.3% | -9.1% | -2.3% |
| 3M | +7.8% | +26.3% | -18.5% | +6.1% |
| 6M | +9.1% | +1.8% | +7.3% | +8.5% |
| YTD | +7.7% | +26.8% | -19.1% | +5.4% |
| 1Y | +20.4% | +66.7% | -46.3% | +15.7% |
| 3Y | +30.8% | +579.1% | -548.3% | +13.1% |
| All | +35.5% | +686.2% | -650.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling