+9.5%
XLE vs ALM
-60.8%
+70.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | 0.0% |
| 7D | -12.0% | -6.7% | -5.3% | -12.1% |
| 30D | -2.7% | -32.9% | +30.1% | -3.7% |
| 3M | +6.6% | -39.5% | +46.1% | +5.5% |
| 6M | +9.5% | -62.0% | +71.5% | +9.1% |
| All | +9.5% | -60.8% | +70.3% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling