+167.2%
XLE vs ALM
+2,022.9%
-1,855.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | -12.0% | -6.7% | -5.3% | -11.9% |
| 30D | -2.7% | -32.9% | +30.1% | -1.9% |
| 3M | +6.6% | -39.5% | +46.1% | +7.6% |
| 6M | +9.5% | -62.0% | +71.5% | +11.5% |
| YTD | +40.6% | -7.8% | +48.4% | +39.0% |
| 1Y | +43.6% | +26.7% | +16.9% | +40.6% |
| 3Y | +58.1% | +825.4% | -767.3% | +42.9% |
| 5Y | +152.2% | +401.2% | -249.0% | +129.8% |
| All | +167.2% | +2,022.9% | -1,855.7% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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