+215.2%
XLY vs AR
+41.9%
+173.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.5% |
| 30D | -4.2% | +2.5% | -6.7% | -4.4% |
| 3M | -2.7% | +12.3% | -15.0% | -3.9% |
| 6M | -0.6% | -3.1% | +2.5% | -0.7% |
| YTD | -5.0% | +11.5% | -16.5% | -6.6% |
| 1Y | -4.1% | +17.0% | -21.1% | -6.3% |
| 3Y | +33.6% | +47.3% | -13.7% | +26.3% |
| 5Y | +28.7% | +141.2% | -112.5% | +15.1% |
| All | +215.2% | +41.9% | +173.3% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling