+48.9%
XLU vs AUR
-35.7%
+84.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -3.3% | -6.4% | +3.1% | -3.2% |
| 3M | -3.2% | +7.7% | -10.9% | -3.5% |
| 6M | -7.0% | +44.5% | -51.4% | -8.2% |
| YTD | +0.6% | +67.4% | -66.8% | -1.2% |
| 1Y | +2.4% | +15.4% | -13.0% | +1.5% |
| 3Y | +46.3% | +94.8% | -48.6% | +38.9% |
| 5Y | +44.0% | -35.1% | +79.1% | +33.9% |
| All | +48.9% | -35.7% | +84.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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