+25.0%
ALAB vs XLU
+3.1%
+21.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.3% |
| 7D | -6.2% | -1.6% | -4.6% | -6.6% |
| 30D | -8.7% | -3.3% | -5.3% | -9.3% |
| 3M | -20.7% | -3.2% | -17.6% | -21.7% |
| 6M | +133.5% | -7.0% | +140.5% | +127.2% |
| YTD | +75.1% | +0.6% | +74.4% | +71.7% |
| 1Y | +25.0% | +2.4% | +22.6% | +32.2% |
| All | +25.0% | +3.1% | +21.9% | +32.2% |
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