-1.6%
XLY vs AUR
-10.8%
+9.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.7% |
| 7D | +1.2% | -8.5% | +9.8% | +2.2% |
| 30D | +5.3% | -29.9% | +35.2% | +9.5% |
| 3M | -0.6% | -39.8% | +39.1% | +4.9% |
| 6M | +0.1% | -38.3% | +38.3% | +4.4% |
| YTD | -0.9% | +4.9% | -5.8% | -4.2% |
| 1Y | -1.6% | -9.6% | +8.0% | -3.8% |
| All | -1.6% | -10.8% | +9.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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