+174.6%
ARM vs XLU
+47.0%
+127.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | -15.2% | -0.7% | -14.5% | -15.1% |
| 30D | -40.7% | +4.8% | -45.5% | -41.4% |
| 3M | -39.1% | +0.2% | -39.2% | -39.1% |
| 6M | -26.4% | -4.3% | -22.1% | -25.8% |
| YTD | +59.7% | +3.1% | +56.6% | +55.9% |
| 1Y | +10.3% | +0.3% | +10.1% | +9.0% |
| 3Y | +228.9% | +52.9% | +176.0% | +192.3% |
| All | +174.6% | +47.0% | +127.6% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling