+215.2%
XLY vs AU
+699.0%
-483.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -1.7% | -4.3% | +2.6% | -1.5% |
| 30D | -4.2% | +7.3% | -11.5% | -4.6% |
| 3M | -2.7% | +26.3% | -29.0% | -4.1% |
| 6M | -0.6% | +1.8% | -2.4% | -1.2% |
| YTD | -5.0% | +26.8% | -31.8% | -6.8% |
| 1Y | -4.1% | +66.7% | -70.8% | -7.4% |
| 3Y | +33.6% | +579.1% | -545.5% | +18.5% |
| 5Y | +28.7% | +689.3% | -660.6% | +12.3% |
| All | +215.2% | +699.0% | -483.8% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling