+48.2%
XLU vs AR
+44.6%
+3.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -0.4% | +5.5% | -6.0% | -1.0% |
| 3M | -1.7% | +12.9% | -14.6% | -3.1% |
| 6M | -7.1% | +0.1% | -7.2% | -7.4% |
| YTD | +1.9% | +13.5% | -11.6% | 0.0% |
| 1Y | +6.1% | +21.6% | -15.5% | +2.9% |
| All | +48.2% | +44.6% | +3.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling