+167.7%
XLB vs ALK
-37.5%
+205.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | 0.0% |
| 7D | -1.4% | +8.9% | -10.3% | -3.7% |
| 30D | +7.1% | +5.9% | +1.2% | +5.1% |
| 3M | +0.6% | -16.5% | +17.1% | +4.8% |
| 6M | +3.5% | +2.1% | +1.4% | +1.2% |
| YTD | +18.2% | -17.1% | +35.3% | +20.6% |
| 1Y | +25.6% | -2.9% | +28.5% | +22.1% |
| 3Y | +46.7% | +24.5% | +22.2% | +25.2% |
| 5Y | +30.9% | -29.1% | +60.0% | +28.9% |
| 10Y | +167.7% | -39.1% | +206.9% | +145.3% |
| All | +167.7% | -37.5% | +205.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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