+31.2%
XLY vs AS
+104.6%
-73.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -3.9% | -3.9% | 0.0% | -3.1% |
| 30D | -6.1% | -19.0% | +12.9% | -2.0% |
| 3M | -1.2% | -18.8% | +17.7% | +2.9% |
| 6M | -1.8% | -21.0% | +19.2% | +2.5% |
| YTD | -5.9% | -26.6% | +20.7% | -0.6% |
| 1Y | -3.1% | -25.3% | +22.2% | +1.6% |
| All | +31.2% | +104.6% | -73.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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