+267.2%
ALAB vs XLU
+47.8%
+219.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +26.9% | +1.2% | +25.7% | +26.6% |
| 30D | -30.0% | +4.6% | -34.6% | -30.9% |
| 3M | -28.5% | +0.7% | -29.2% | -28.8% |
| 6M | +11.4% | -1.7% | +13.1% | +11.2% |
| YTD | +36.9% | +4.8% | +32.2% | +32.3% |
| 1Y | +44.4% | +0.2% | +44.1% | +42.2% |
| All | +267.2% | +47.8% | +219.4% | +328.7% |
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