+6.7%
AMZN vs XLU
+0.7%
+6.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.1% |
| 7D | +4.5% | +2.6% | +1.9% | +4.5% |
| 30D | +5.8% | +9.1% | -3.3% | +5.2% |
| 3M | -4.1% | -0.4% | -3.7% | -4.2% |
| 6M | -2.2% | -4.7% | +2.4% | -1.9% |
| YTD | +15.3% | +4.3% | +11.0% | +14.6% |
| 1Y | +6.7% | +1.0% | +5.7% | +8.1% |
| All | +6.7% | +0.7% | +6.0% | +8.1% |
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