+44.2%
XLU vs AR
+135.2%
-91.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | -3.3% | +2.5% | -5.8% | -3.5% |
| 3M | -3.2% | +12.3% | -15.5% | -4.3% |
| 6M | -7.0% | -3.1% | -3.8% | -6.9% |
| YTD | +0.6% | +11.5% | -10.9% | -0.9% |
| 1Y | +2.4% | +17.0% | -14.6% | +0.2% |
| 3Y | +46.3% | +47.3% | -1.0% | +38.1% |
| All | +44.2% | +135.2% | -91.0% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling