+44.9%
XLV vs AUR
-35.7%
+80.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -3.6% | +1.4% | -5.0% | -3.6% |
| 30D | -1.8% | -6.4% | +4.6% | -1.7% |
| 3M | +7.8% | +7.7% | +0.1% | +7.3% |
| 6M | +9.1% | +44.5% | -35.4% | +7.2% |
| YTD | +7.7% | +67.4% | -59.7% | +5.2% |
| 1Y | +20.4% | +15.4% | +5.0% | +18.8% |
| 3Y | +30.8% | +94.8% | -64.1% | +23.5% |
| 5Y | +34.6% | -35.1% | +69.7% | +27.5% |
| All | +44.9% | -35.7% | +80.6% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling