+400.4%
ALAB vs XLU
+44.3%
+356.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | +0.8% | +6.4% | +7.0% |
| 30D | -2.5% | -1.3% | -1.2% | -2.2% |
| 3M | -13.3% | -1.3% | -12.0% | -13.5% |
| 6M | +172.8% | -7.6% | +180.5% | +177.9% |
| YTD | +86.6% | +2.3% | +84.3% | +81.8% |
| 1Y | +65.2% | +5.8% | +59.4% | +57.5% |
| All | +400.4% | +44.3% | +356.1% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling