+163.9%
XLE vs BABA
+11.0%
+153.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.8% |
| 7D | -6.7% | +2.4% | -9.1% | -7.1% |
| 30D | -4.4% | -7.8% | +3.4% | -3.5% |
| 3M | +4.0% | -22.4% | +26.4% | +7.1% |
| 6M | +13.2% | -26.0% | +39.1% | +16.9% |
| YTD | +41.9% | -29.3% | +71.2% | +46.7% |
| 1Y | +41.6% | -37.5% | +79.1% | +48.9% |
| 3Y | +64.0% | +31.9% | +32.1% | +50.3% |
| 5Y | +158.1% | -33.4% | +191.5% | +159.4% |
| 10Y | +163.9% | +15.7% | +148.2% | +157.5% |
| All | +163.9% | +11.0% | +153.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling