+181.3%
XLE vs AKAM
+108.8%
+72.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | +0.1% |
| 7D | +0.3% | +5.4% | -5.1% | -0.4% |
| 30D | +8.5% | -5.9% | +14.4% | +9.3% |
| 3M | +14.6% | -19.6% | +34.3% | +17.7% |
| 6M | +17.6% | +8.5% | +9.1% | +13.3% |
| YTD | +48.1% | +26.9% | +21.2% | +37.7% |
| 1Y | +53.8% | +41.7% | +12.1% | +39.5% |
| 3Y | +56.2% | +5.8% | +50.4% | +46.4% |
| 5Y | +227.7% | -2.3% | +230.0% | +207.2% |
| 10Y | +181.3% | +111.0% | +70.4% | +118.6% |
| All | +181.3% | +108.8% | +72.5% | +118.6% |
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