+699.5%
XLE vs ALNY
+4,163.9%
-3,464.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | 0.0% | +5.7% | -5.7% | -0.7% |
| 30D | +12.6% | +18.7% | -6.0% | +10.3% |
| 3M | +11.8% | -11.0% | +22.8% | +12.2% |
| 6M | +16.1% | -18.9% | +35.0% | +17.5% |
| YTD | +46.9% | -34.6% | +81.5% | +52.2% |
| 1Y | +53.3% | -42.8% | +96.1% | +61.0% |
| 3Y | +54.9% | +29.1% | +25.8% | +43.9% |
| 5Y | +225.7% | +39.6% | +186.1% | +188.9% |
| 10Y | +170.7% | +253.8% | -83.1% | +91.4% |
| All | +699.5% | +4,163.9% | -3,464.4% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling