+163.9%
XLE vs ALK
-39.7%
+203.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.7% | +12.9% | -19.6% | -9.8% |
| 30D | -4.4% | +5.5% | -9.9% | -6.4% |
| 3M | +4.0% | -12.1% | +16.1% | +6.4% |
| 6M | +13.2% | +1.7% | +11.4% | +8.7% |
| YTD | +41.9% | -17.4% | +59.3% | +41.6% |
| 1Y | +41.6% | -1.9% | +43.6% | +33.0% |
| 3Y | +64.0% | +21.2% | +42.7% | +31.6% |
| 5Y | +158.1% | -27.8% | +185.9% | +141.0% |
| 10Y | +163.9% | -41.0% | +205.0% | +124.6% |
| All | +163.9% | -39.7% | +203.7% | +124.6% |
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