-42.3%
ARM vs XLU
+6.7%
-49.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.1% |
| 7D | -15.2% | -0.7% | -14.5% | -15.9% |
| 30D | -40.7% | +4.8% | -45.5% | -33.3% |
| All | -42.3% | +6.7% | -49.0% | -35.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling