+29.1%
XLV vs AUR
-10.8%
+39.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | +0.5% | -8.5% | +9.0% | +0.5% |
| 30D | +10.7% | -29.9% | +40.6% | +10.9% |
| 3M | +13.1% | -39.8% | +52.8% | +13.4% |
| 6M | +28.3% | -38.3% | +66.6% | +27.8% |
| YTD | +20.9% | +4.9% | +16.0% | +16.1% |
| 1Y | +29.1% | -9.6% | +38.7% | +23.9% |
| All | +29.1% | -10.8% | +39.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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