+1,106.7%
XLY vs AA
+65.9%
+1,040.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.9% |
| 30D | -4.2% | -5.8% | +1.6% | -3.0% |
| 3M | -2.7% | -29.9% | +27.2% | +5.1% |
| 6M | -0.6% | -27.0% | +26.4% | +5.0% |
| YTD | -5.0% | -8.7% | +3.7% | -5.9% |
| 1Y | -4.1% | +50.6% | -54.7% | -17.0% |
| 3Y | +33.6% | +74.1% | -40.5% | +5.4% |
| 5Y | +28.7% | +2.6% | +26.1% | +7.4% |
| 10Y | +219.6% | +121.0% | +98.6% | +78.4% |
| All | +1,106.7% | +65.9% | +1,040.8% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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