+384.5%
ALAB vs XLU
+43.9%
+340.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | -5.3% | -0.4% | -4.8% | -5.2% |
| 3M | -12.0% | -1.7% | -10.3% | -12.1% |
| 6M | +145.7% | -7.1% | +152.8% | +149.6% |
| YTD | +80.7% | +1.9% | +78.7% | +76.1% |
| 1Y | +40.1% | +6.1% | +34.0% | +33.3% |
| All | +384.5% | +43.9% | +340.7% | +470.5% |
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