-1.6%
XLY vs AU
+40.8%
-42.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -3.9% |
| 7D | +1.2% | +4.1% | -2.9% | +0.7% |
| 30D | +5.3% | -5.3% | +10.6% | +5.8% |
| 3M | -0.6% | +0.6% | -1.2% | -1.2% |
| 6M | +0.1% | -0.8% | +0.8% | -0.7% |
| YTD | -0.9% | +7.6% | -8.4% | -3.7% |
| 1Y | -1.6% | +38.2% | -39.8% | -7.6% |
| All | -1.6% | +40.8% | -42.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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