+134.0%
XLC vs ALK
-30.7%
+164.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +6.2% | +12.9% | -6.7% | +3.4% |
| 30D | -2.4% | +5.5% | -7.9% | -3.8% |
| 3M | -3.3% | -12.1% | +8.8% | -1.0% |
| 6M | -7.3% | +1.7% | -9.0% | -9.0% |
| YTD | -7.6% | -17.4% | +9.8% | -6.3% |
| 1Y | -3.7% | -1.9% | -1.8% | -6.5% |
| 3Y | +62.9% | +21.2% | +41.7% | +43.3% |
| 5Y | +41.6% | -27.8% | +69.5% | +38.9% |
| All | +134.0% | -30.7% | +164.7% | +124.8% |
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