+824.5%
XLE vs AKAM
-24.5%
+848.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -0.7% |
| 7D | -12.0% | -10.4% | -1.6% | -11.1% |
| 30D | -2.7% | -20.6% | +17.8% | -0.8% |
| 3M | +6.6% | -29.9% | +36.5% | +9.8% |
| 6M | +9.5% | -31.9% | +41.4% | +12.3% |
| YTD | +40.6% | -4.8% | +45.3% | +38.4% |
| 1Y | +43.6% | +13.8% | +29.8% | +38.7% |
| 3Y | +58.1% | -23.4% | +81.5% | +57.3% |
| 5Y | +152.2% | -22.6% | +174.7% | +149.2% |
| 10Y | +172.9% | +26.3% | +146.7% | +153.8% |
| All | +824.5% | -24.5% | +848.9% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling