-16.5%
ABT vs XLU
+4.9%
-21.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +2.5% | -1.3% | +3.8% | +2.8% |
| 3M | +20.2% | -1.3% | +21.5% | +20.7% |
| 6M | -2.9% | -7.6% | +4.7% | -0.7% |
| YTD | -11.9% | +2.3% | -14.2% | -12.3% |
| 1Y | -16.5% | +5.8% | -22.3% | -14.6% |
| All | -16.5% | +4.9% | -21.5% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling