+271.8%
XLE vs ABNB
+30.3%
+241.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -7.9% | +11.2% | -19.1% | -9.1% |
| 30D | -4.8% | +14.7% | -19.5% | -6.5% |
| 3M | +8.4% | +6.9% | +1.5% | +7.3% |
| 6M | +12.7% | +34.5% | -21.8% | +7.9% |
| YTD | +41.3% | +40.2% | +1.1% | +34.1% |
| 1Y | +42.3% | +57.4% | -15.1% | +32.7% |
| 3Y | +65.1% | +64.7% | +0.3% | +50.9% |
| 5Y | +150.2% | -2.3% | +152.4% | +132.0% |
| All | +271.8% | +30.3% | +241.4% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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