+164.3%
XLE vs ALM
+373.6%
-209.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.6% |
| 7D | +4.4% | -4.0% | +8.4% | +4.4% |
| 30D | -4.3% | -30.5% | +26.2% | -3.7% |
| 3M | +6.0% | -46.9% | +52.9% | +7.0% |
| 6M | +13.2% | -65.5% | +78.7% | +15.2% |
| YTD | +46.7% | -13.4% | +60.1% | +44.9% |
| 1Y | +46.6% | +9.8% | +36.8% | +43.6% |
| 3Y | +69.6% | +783.1% | -713.5% | +50.0% |
| All | +164.3% | +373.6% | -209.3% | +143.3% |
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