+179.2%
XLE vs AKAM
+29.8%
+149.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +5.4% | +2.8% | +2.6% | +5.0% |
| 30D | -3.9% | -6.9% | +2.9% | -3.2% |
| 3M | +7.0% | -31.8% | +38.9% | +12.1% |
| 6M | +14.2% | -47.0% | +61.2% | +23.6% |
| YTD | +48.2% | -2.1% | +50.3% | +41.8% |
| 1Y | +47.7% | -3.7% | +51.4% | +41.6% |
| 3Y | +70.0% | -23.0% | +93.1% | +65.9% |
| 5Y | +169.1% | -23.4% | +192.6% | +158.9% |
| All | +179.2% | +29.8% | +149.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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