+64.2%
XLE vs AKAM
-24.8%
+89.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -0.5% |
| 7D | -12.0% | -10.4% | -1.6% | -11.3% |
| 30D | -2.7% | -20.6% | +17.8% | -1.3% |
| 3M | +6.6% | -29.9% | +36.5% | +9.0% |
| 6M | +9.5% | -31.9% | +41.4% | +11.5% |
| YTD | +40.6% | -4.8% | +45.3% | +35.2% |
| 1Y | +43.6% | +13.8% | +29.8% | +33.4% |
| All | +64.2% | -24.8% | +89.0% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling