+65.2%
ALAB vs XLU
+4.9%
+60.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.8% |
| 7D | +7.2% | +0.8% | +6.4% | +7.5% |
| 30D | -2.5% | -1.3% | -1.2% | -2.7% |
| 3M | -13.3% | -1.3% | -12.0% | -14.0% |
| 6M | +172.8% | -7.6% | +180.5% | +164.9% |
| YTD | +86.6% | +2.3% | +84.3% | +84.3% |
| 1Y | +65.2% | +5.8% | +59.4% | +87.1% |
| All | +65.2% | +4.9% | +60.2% | +87.1% |
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 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