+65.8%
XLE vs ALM
+901.8%
-836.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.9% |
| 7D | -0.2% | -7.2% | +6.9% | -0.2% |
| 30D | -4.0% | -26.4% | +22.4% | -3.9% |
| 3M | +4.6% | -38.6% | +43.2% | +4.8% |
| 6M | +12.3% | -61.0% | +73.3% | +13.0% |
| YTD | +44.5% | -7.4% | +51.9% | +43.0% |
| 1Y | +42.4% | +14.0% | +28.4% | +40.3% |
| All | +65.8% | +901.8% | -836.0% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling