+199.6%
ARM vs XLU
+50.1%
+149.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.7% |
| 7D | +9.1% | +2.1% | +7.0% | +8.6% |
| 30D | -19.9% | +5.6% | -25.5% | -21.0% |
| 3M | -31.6% | +0.7% | -32.4% | -31.8% |
| 6M | -13.9% | -0.1% | -13.8% | -14.2% |
| YTD | +74.3% | +5.3% | +69.0% | +69.4% |
| 1Y | +35.8% | +2.2% | +33.6% | +33.6% |
| 3Y | +268.6% | +61.6% | +207.0% | +218.1% |
| All | +199.6% | +50.1% | +149.5% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling