+57.4%
XLE vs ALNY
+22.8%
+34.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | +0.5% | -6.4% | +6.9% | +0.6% |
| 30D | +6.6% | +11.9% | -5.3% | +6.2% |
| 3M | +12.3% | -15.0% | +27.3% | +12.7% |
| 6M | +18.4% | -23.2% | +41.6% | +19.2% |
| YTD | +47.2% | -37.8% | +85.0% | +49.8% |
| 1Y | +50.3% | -47.3% | +97.5% | +54.2% |
| All | +57.4% | +22.8% | +34.6% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling