+167.2%
XLE vs ALK
-41.7%
+208.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -12.0% | +9.0% | -21.0% | -14.3% |
| 30D | -2.7% | -1.6% | -1.1% | -3.0% |
| 3M | +6.6% | -23.2% | +29.8% | +12.9% |
| 6M | +9.5% | -3.9% | +13.4% | +6.8% |
| YTD | +40.6% | -22.6% | +63.1% | +42.7% |
| 1Y | +43.6% | -5.3% | +48.9% | +35.8% |
| 3Y | +58.1% | +18.6% | +39.5% | +26.9% |
| 5Y | +152.2% | -34.4% | +186.6% | +142.7% |
| All | +167.2% | -41.7% | +208.9% | +133.9% |
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