+174.3%
XLE vs ALK
-34.2%
+208.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | -19.2% | +31.0% | +17.9% |
| 3M | +9.8% | -1.5% | +11.3% | +8.2% |
| 6M | +15.6% | -13.1% | +28.6% | +15.6% |
| YTD | +45.3% | -16.4% | +61.7% | +45.7% |
| 1Y | +48.3% | -33.1% | +81.4% | +58.5% |
| 3Y | +55.4% | +0.6% | +54.8% | +34.7% |
| 5Y | +216.1% | -26.4% | +242.5% | +194.9% |
| All | +174.3% | -34.2% | +208.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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