+35.8%
XLC vs ALK
-34.8%
+70.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.9% | +9.0% | -4.2% | +2.8% |
| 30D | -5.8% | -1.6% | -4.2% | -5.7% |
| 3M | -5.4% | -23.2% | +17.7% | -0.2% |
| 6M | -10.2% | -3.9% | -6.3% | -10.8% |
| YTD | -10.2% | -22.6% | +12.4% | -7.4% |
| 1Y | -5.6% | -5.3% | -0.3% | -8.2% |
| 3Y | +61.0% | +18.6% | +42.4% | +34.1% |
| All | +35.8% | -34.8% | +70.6% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling