+649.7%
XLU vs AA
+77.9%
+571.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.4% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | -0.4% | +3.3% | -3.7% | -1.0% |
| 3M | +0.5% | -29.4% | +29.9% | +4.7% |
| 6M | -5.8% | -12.8% | +7.0% | -5.2% |
| YTD | +3.1% | -2.1% | +5.3% | +1.7% |
| 1Y | +8.1% | +62.8% | -54.6% | -1.3% |
| 3Y | +50.5% | +90.5% | -39.9% | +29.7% |
| 5Y | +44.7% | +19.1% | +25.6% | +26.5% |
| 10Y | +136.8% | +124.8% | +12.1% | +61.3% |
| All | +649.7% | +77.9% | +571.9% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling