+170.7%
XLE vs ABT
+202.4%
-31.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.9% |
| 7D | 0.0% | -3.1% | +3.1% | +0.9% |
| 30D | +12.6% | -2.1% | +14.8% | +13.3% |
| 3M | +11.8% | +17.4% | -5.6% | +6.0% |
| 6M | +16.1% | -2.4% | +18.5% | +16.2% |
| YTD | +46.9% | -14.2% | +61.1% | +52.9% |
| 1Y | +53.3% | -18.3% | +71.6% | +61.9% |
| 3Y | +54.9% | +11.5% | +43.4% | +44.2% |
| 5Y | +225.7% | -9.9% | +235.6% | +222.7% |
| 10Y | +170.7% | +204.4% | -33.7% | +63.5% |
| All | +170.7% | +202.4% | -31.7% | +63.5% |
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