+296.4%
ARM vs XLU
+45.8%
+250.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | +0.8% | +4.6% | +5.3% |
| 30D | -8.2% | -1.3% | -6.9% | -7.9% |
| 3M | -35.9% | -1.3% | -34.6% | -36.0% |
| 6M | +103.1% | -7.6% | +110.8% | +107.0% |
| YTD | +130.6% | +2.3% | +128.4% | +125.8% |
| 1Y | +86.1% | +5.8% | +80.3% | +80.7% |
| All | +296.4% | +45.8% | +250.6% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling