-2.3%
AKAM vs EL
-68.4%
+66.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.7% | +5.4% |
| 7D | +5.4% | -2.4% | +7.7% | +5.8% |
| 30D | -5.9% | +13.7% | -19.5% | -8.3% |
| 3M | -19.6% | +14.5% | -34.1% | -22.0% |
| 6M | +8.5% | +7.4% | +1.1% | +5.8% |
| YTD | +26.9% | -4.7% | +31.6% | +25.7% |
| 1Y | +41.7% | +12.9% | +28.8% | +34.5% |
| 3Y | +5.8% | -32.2% | +38.0% | +5.6% |
| 5Y | -2.3% | -68.4% | +66.1% | +17.9% |
| All | -2.3% | -68.4% | +66.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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