-42.3%
ACN vs XLU
+47.5%
-89.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -7.9% | -1.2% | -6.7% | -7.8% |
| 30D | -1.1% | -2.5% | +1.5% | -0.9% |
| 3M | +5.6% | -2.7% | +8.3% | +5.7% |
| 6M | -9.9% | -7.5% | -2.5% | -9.2% |
| YTD | -32.3% | +0.9% | -33.3% | -33.3% |
| 1Y | -25.3% | +3.3% | -28.6% | -27.0% |
| All | -42.3% | +47.5% | -89.8% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling