+163.9%
XLE vs ALM
+2,040.7%
-1,876.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.6% |
| 7D | -6.7% | -6.3% | -0.4% | -6.6% |
| 30D | -4.4% | -31.4% | +27.0% | -3.7% |
| 3M | +4.0% | -40.6% | +44.6% | +5.0% |
| 6M | +13.2% | -58.6% | +71.8% | +14.9% |
| YTD | +41.9% | -7.6% | +49.5% | +40.3% |
| 1Y | +41.6% | +13.8% | +27.8% | +39.1% |
| 3Y | +64.0% | +842.1% | -778.2% | +48.2% |
| 5Y | +158.1% | +407.4% | -249.3% | +135.1% |
| 10Y | +163.9% | +2,079.4% | -1,915.4% | +146.9% |
| All | +163.9% | +2,040.7% | -1,876.7% | +146.9% |
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