+218.0%
XLE vs ALM
+951.0%
-733.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +2.2% | -2.6% | +4.8% | +2.3% |
| 30D | +11.8% | +32.0% | -20.2% | +11.1% |
| 3M | +9.8% | -15.0% | +24.9% | +10.1% |
| 6M | +15.6% | -10.1% | +25.7% | +15.4% |
| YTD | +45.3% | +99.4% | -54.2% | +41.5% |
| 1Y | +48.3% | +316.4% | -268.0% | +40.9% |
| 3Y | +55.4% | +2,022.0% | -1,966.5% | +35.2% |
| All | +218.0% | +951.0% | -733.0% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling