+286.5%
XLE vs ABNB
+19.5%
+266.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.6% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | +12.6% | -2.0% | +14.6% | +12.8% |
| 3M | +11.8% | +29.8% | -18.0% | +7.8% |
| 6M | +16.1% | +31.0% | -14.9% | +11.4% |
| YTD | +46.9% | +28.6% | +18.3% | +41.1% |
| 1Y | +53.3% | +40.1% | +13.2% | +45.3% |
| 3Y | +54.9% | +19.7% | +35.2% | +47.5% |
| 5Y | +225.7% | +6.5% | +219.2% | +201.7% |
| All | +286.5% | +19.5% | +266.9% | +252.8% |
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