+2.3%
AKAM vs XEL
+46.3%
-44.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.2% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | -8.2% | -2.9% | -5.3% | -8.0% |
| 3M | -17.6% | -2.7% | -14.9% | -17.5% |
| 6M | +2.5% | -6.5% | +9.0% | +2.9% |
| YTD | +22.8% | +3.6% | +19.2% | +21.7% |
| 1Y | +39.6% | +7.5% | +32.1% | +37.7% |
| All | +2.3% | +46.3% | -44.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling