+50.8%
XLU vs AHR
+356.1%
-305.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.1% |
| 30D | -3.3% | +1.9% | -5.2% | -3.7% |
| 3M | -3.2% | +15.7% | -18.8% | -6.5% |
| 6M | -7.0% | +2.5% | -9.5% | -7.9% |
| YTD | +0.6% | +15.0% | -14.4% | -3.0% |
| 1Y | +2.4% | +28.1% | -25.7% | -3.8% |
| All | +50.8% | +356.1% | -305.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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