+152.2%
XLE vs ALK
-33.9%
+186.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -2.7% |
| 7D | -10.3% | +7.1% | -17.4% | -10.9% |
| 30D | -3.3% | -3.0% | -0.3% | -3.2% |
| 3M | +8.2% | -25.6% | +33.8% | +10.9% |
| 6M | +5.0% | +0.5% | +4.5% | +3.2% |
| YTD | +40.6% | -23.1% | +63.6% | +42.5% |
| 1Y | +45.0% | -7.5% | +52.6% | +41.8% |
| 3Y | +56.3% | +15.3% | +41.0% | +40.6% |
| 5Y | +152.2% | -34.8% | +187.0% | +151.9% |
| All | +152.2% | -33.9% | +186.1% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling