+33.6%
XLY vs AUR
+84.2%
-50.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -4.2% | -6.4% | +2.2% | -3.7% |
| 3M | -2.7% | +7.7% | -10.4% | -3.9% |
| 6M | -0.6% | +44.5% | -45.1% | -5.7% |
| YTD | -5.0% | +67.4% | -72.5% | -11.6% |
| 1Y | -4.1% | +15.4% | -19.5% | -7.5% |
| 3Y | +33.6% | +94.8% | -61.2% | +8.5% |
| All | +33.6% | +84.2% | -50.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling