-43.5%
ACN vs XLU
+42.5%
-86.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -7.9% | -1.2% | -6.7% | -7.5% |
| 30D | -1.1% | -2.5% | +1.5% | -0.2% |
| 3M | +5.6% | -2.7% | +8.3% | +6.4% |
| 6M | -9.9% | -7.5% | -2.5% | -7.7% |
| YTD | -32.3% | +0.9% | -33.3% | -33.7% |
| 1Y | -25.3% | +3.3% | -28.6% | -27.9% |
| 3Y | -42.3% | +47.3% | -89.6% | -55.2% |
| 5Y | -43.5% | +44.4% | -87.9% | -55.4% |
| All | -43.5% | +42.5% | -86.0% | -55.4% |
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