+127.8%
AAPL vs XLU
+42.8%
+85.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +3.8% | -1.6% | +5.4% | +4.5% |
| 30D | +9.9% | -3.3% | +13.2% | +11.4% |
| 3M | +12.5% | -3.2% | +15.6% | +13.8% |
| 6M | +27.6% | -7.0% | +34.6% | +31.0% |
| YTD | +22.6% | +0.6% | +21.9% | +21.1% |
| 1Y | +45.0% | +2.4% | +42.5% | +41.7% |
| 3Y | +87.8% | +46.3% | +41.5% | +50.3% |
| All | +127.8% | +42.8% | +85.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 5y: compounded portfolio wealth divided by compounded XLU 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…
5y analysis · Full analysis span regression · 6 months rolling