+217.6%
AKAM vs XME
+246.2%
-28.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | -0.8% | +3.6% | -4.4% | -2.4% |
| 30D | -4.5% | +3.6% | -8.1% | -6.0% |
| 3M | -25.6% | +1.2% | -26.8% | -26.3% |
| 6M | +5.7% | +9.0% | -3.3% | +1.0% |
| YTD | +21.0% | +15.9% | +5.1% | +11.3% |
| 1Y | +33.9% | +43.2% | -9.3% | +11.0% |
| 3Y | +0.9% | +137.4% | -136.5% | -34.5% |
| 5Y | -6.9% | +185.0% | -191.9% | -46.9% |
| 10Y | +97.4% | +409.5% | -312.1% | -25.8% |
| All | +217.6% | +246.2% | -28.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling