+54.7%
XLE vs AKAM
+1.1%
+53.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.4% |
| 30D | +11.8% | -13.9% | +25.7% | +13.0% |
| 3M | +9.8% | -33.8% | +43.6% | +13.4% |
| 6M | +15.6% | +2.2% | +13.4% | +13.1% |
| YTD | +45.3% | +20.6% | +24.7% | +37.9% |
| 1Y | +48.3% | +36.3% | +12.0% | +37.3% |
| All | +54.7% | +1.1% | +53.6% | +42.3% |
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