+48.0%
XLU vs AS
+120.4%
-72.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.1% |
| 7D | +0.8% | -4.9% | +5.7% | +1.1% |
| 30D | -1.3% | -19.6% | +18.3% | -0.3% |
| 3M | -1.3% | -14.4% | +13.0% | -0.7% |
| 6M | -7.6% | -20.1% | +12.5% | -6.9% |
| YTD | +2.3% | -20.9% | +23.2% | +3.1% |
| 1Y | +5.8% | -21.9% | +27.6% | +6.5% |
| All | +48.0% | +120.4% | -72.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling