+631.5%
XLU vs AU
+820.5%
-189.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | -1.3% |
| 30D | -3.3% | +7.3% | -10.6% | -4.0% |
| 3M | -3.2% | +26.3% | -29.5% | -5.3% |
| 6M | -7.0% | +1.8% | -8.7% | -7.8% |
| YTD | +0.6% | +26.8% | -26.2% | -2.4% |
| 1Y | +2.4% | +66.7% | -64.2% | -3.1% |
| 3Y | +46.3% | +579.1% | -532.8% | +21.6% |
| 5Y | +44.0% | +689.3% | -645.4% | +16.8% |
| 10Y | +140.1% | +686.6% | -546.5% | +86.6% |
| All | +631.5% | +820.5% | -189.0% | +443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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