+51.3%
XLU vs AS
+137.8%
-86.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.7% | +4.5% | -3.8% | +0.5% |
| 30D | +5.6% | +13.2% | -7.6% | +4.9% |
| 3M | +2.1% | -11.9% | +14.1% | +2.7% |
| 6M | -0.9% | -11.6% | +10.7% | -0.5% |
| YTD | +4.6% | -14.7% | +19.3% | +4.9% |
| 1Y | +0.3% | +5.7% | -5.4% | -0.5% |
| All | +51.3% | +137.8% | -86.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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