+18.2%
AMZN vs XLU
-6.5%
+24.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -9.2% | -0.4% | -8.8% | -9.2% |
| 3M | +3.4% | -1.7% | +5.1% | +2.9% |
| 6M | +18.2% | -7.1% | +25.3% | +20.6% |
| All | +18.2% | -6.5% | +24.8% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling