+44.7%
AKAM vs XLRE
+109.5%
-64.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +1.5% | -1.2% | +2.7% | +2.1% |
| 30D | -13.0% | -2.4% | -10.6% | -12.0% |
| 3M | -19.4% | -2.5% | -16.9% | -18.7% |
| 6M | +0.3% | +4.0% | -3.7% | -2.4% |
| YTD | +22.4% | +9.3% | +13.1% | +16.0% |
| 1Y | +34.8% | +5.6% | +29.2% | +30.1% |
| 3Y | +1.9% | +31.3% | -29.3% | -12.4% |
| 5Y | -4.6% | +9.5% | -14.1% | -11.1% |
| 10Y | +103.4% | +89.0% | +14.4% | +40.0% |
| All | +44.7% | +109.5% | -64.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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