+163.9%
XLE vs ABT
+221.4%
-57.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -7.9% | +0.3% | -8.2% | -8.1% |
| 30D | -4.8% | +11.6% | -16.5% | -8.1% |
| 3M | +8.4% | +3.1% | +5.2% | +7.0% |
| 6M | +12.7% | +32.8% | -20.1% | +2.4% |
| YTD | +41.3% | -9.6% | +50.9% | +44.4% |
| 1Y | +42.3% | -10.4% | +52.7% | +45.7% |
| 3Y | +65.1% | +25.8% | +39.2% | +47.1% |
| 5Y | +150.2% | -3.4% | +153.6% | +142.1% |
| 10Y | +163.9% | +232.9% | -68.9% | +62.5% |
| All | +163.9% | +221.4% | -57.5% | +62.5% |
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