+289.9%
XLE vs ABNB
+27.9%
+262.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | +5.4% | -1.7% | +7.1% | +5.6% |
| 30D | -3.9% | +11.8% | -15.8% | -5.3% |
| 3M | +7.0% | +0.9% | +6.1% | +6.6% |
| 6M | +14.2% | +40.5% | -26.3% | +8.7% |
| YTD | +48.2% | +37.6% | +10.5% | +40.9% |
| 1Y | +47.7% | +54.1% | -6.4% | +38.1% |
| 3Y | +70.0% | +56.8% | +13.2% | +56.3% |
| 5Y | +169.1% | -9.6% | +178.7% | +151.1% |
| All | +289.9% | +27.9% | +262.0% | +252.4% |
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