+133.1%
XLC vs ALK
-30.5%
+163.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.9% |
| 7D | +7.1% | +8.9% | -1.8% | +5.0% |
| 30D | -2.7% | +5.9% | -8.7% | -4.2% |
| 3M | -3.2% | -16.5% | +13.4% | +0.2% |
| 6M | -7.7% | +2.1% | -9.8% | -9.4% |
| YTD | -8.0% | -17.1% | +9.1% | -6.7% |
| 1Y | -3.1% | -2.9% | -0.2% | -5.6% |
| 3Y | +64.9% | +24.5% | +40.4% | +44.1% |
| 5Y | +39.5% | -29.1% | +68.6% | +37.3% |
| All | +133.1% | -30.5% | +163.6% | +123.8% |
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