+163.9%
XLE vs ALK
-37.5%
+201.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -1.3% |
| 7D | -7.9% | +8.9% | -16.8% | -10.1% |
| 30D | -4.8% | +5.9% | -10.8% | -6.9% |
| 3M | +8.4% | -16.5% | +24.9% | +12.3% |
| 6M | +12.7% | +2.1% | +10.6% | +8.1% |
| YTD | +41.3% | -17.1% | +58.4% | +40.9% |
| 1Y | +42.3% | -2.9% | +45.2% | +34.1% |
| 3Y | +65.1% | +24.5% | +40.6% | +31.2% |
| 5Y | +150.2% | -29.1% | +179.3% | +135.6% |
| 10Y | +163.9% | -39.1% | +203.0% | +124.8% |
| All | +163.9% | -37.5% | +201.4% | +124.8% |
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