+35.1%
XLY vs AUR
-35.7%
+70.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -2.7% | +7.7% | -10.4% | -4.1% |
| 6M | -0.6% | +44.5% | -45.1% | -6.4% |
| YTD | -5.0% | +67.4% | -72.5% | -12.6% |
| 1Y | -4.1% | +15.4% | -19.5% | -8.0% |
| 3Y | +33.6% | +94.8% | -61.2% | +8.3% |
| 5Y | +28.7% | -35.1% | +63.8% | +3.8% |
| All | +35.1% | -35.7% | +70.8% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling