+158.8%
XLB vs AKAM
+104.5%
+54.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.6% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -4.7% | -8.2% | +3.5% | -3.2% |
| 3M | +2.7% | -17.6% | +20.3% | +6.1% |
| 6M | +2.6% | +2.5% | +0.1% | -1.2% |
| YTD | +12.8% | +22.8% | -9.9% | +2.7% |
| 1Y | +14.0% | +39.6% | -25.6% | -0.2% |
| 3Y | +31.5% | +2.3% | +29.1% | +21.4% |
| 5Y | +33.4% | -4.3% | +37.7% | +23.3% |
| All | +158.8% | +104.5% | +54.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling