+135.9%
XLU vs AA
+122.9%
+13.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -3.4% | +1.8% | -1.3% |
| 30D | -3.3% | -5.8% | +2.5% | -2.9% |
| 3M | -3.2% | -29.9% | +26.7% | -0.7% |
| 6M | -7.0% | -27.0% | +20.1% | -5.3% |
| YTD | +0.6% | -8.7% | +9.3% | +0.4% |
| 1Y | +2.4% | +50.6% | -48.2% | -2.3% |
| 3Y | +46.3% | +74.1% | -27.8% | +35.2% |
| 5Y | +44.0% | +2.6% | +41.4% | +35.4% |
| All | +135.9% | +122.9% | +13.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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