+850.7%
XLE vs AKAM
-21.2%
+871.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.5% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -4.0% | -14.7% | +10.7% | -2.7% |
| 3M | +4.6% | -25.7% | +30.3% | +7.1% |
| 6M | +12.3% | -43.4% | +55.7% | +17.6% |
| YTD | +44.5% | -0.7% | +45.2% | +41.7% |
| 1Y | +42.4% | -4.3% | +46.8% | +40.1% |
| 3Y | +67.0% | -21.7% | +88.8% | +65.8% |
| 5Y | +161.9% | -20.7% | +182.6% | +158.2% |
| 10Y | +173.9% | +32.4% | +141.4% | +153.4% |
| All | +850.7% | -21.2% | +871.9% | +582.1% |
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