+93.1%
ACN vs XLU
+140.5%
-47.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | +2.1% | -3.3% | +5.4% | +3.7% |
| 3M | +11.1% | -3.2% | +14.3% | +12.6% |
| 6M | -6.8% | -7.0% | +0.1% | -4.2% |
| YTD | -30.0% | +0.6% | -30.7% | -31.4% |
| 1Y | -23.1% | +2.4% | -25.6% | -25.6% |
| 3Y | -40.4% | +46.3% | -86.6% | -54.2% |
| 5Y | -41.6% | +44.0% | -85.5% | -54.7% |
| All | +93.1% | +140.5% | -47.4% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling