+50.7%
XLE vs ALNY
-47.6%
+98.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +1.7% | -6.5% | +8.2% | +1.4% |
| 30D | +6.7% | +11.0% | -4.3% | +7.3% |
| 3M | +14.9% | -14.1% | +28.9% | +15.0% |
| 6M | +15.9% | -22.4% | +38.3% | +15.8% |
| YTD | +47.7% | -37.5% | +85.2% | +46.9% |
| 1Y | +50.7% | -46.9% | +97.7% | +51.8% |
| All | +50.7% | -47.6% | +98.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling