+167.2%
XLE vs ABT
+234.7%
-67.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | -12.0% | +3.5% | -15.5% | -13.1% |
| 30D | -2.7% | +12.0% | -14.8% | -6.2% |
| 3M | +6.6% | +2.5% | +4.1% | +5.4% |
| 6M | +9.5% | +29.1% | -19.5% | +0.4% |
| YTD | +40.6% | -10.1% | +50.6% | +43.8% |
| 1Y | +43.6% | -9.8% | +53.4% | +46.7% |
| 3Y | +58.1% | +23.3% | +34.8% | +41.9% |
| 5Y | +152.2% | -2.4% | +154.6% | +142.6% |
| All | +167.2% | +234.7% | -67.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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