+225.2%
XLF vs ALK
-41.4%
+266.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -1.0% | +2.6% | -3.5% | -1.8% |
| 30D | +6.5% | +7.8% | -1.3% | +3.7% |
| 3M | +1.8% | -15.2% | +17.0% | +6.3% |
| 6M | +15.4% | +5.0% | +10.3% | +11.1% |
| YTD | +8.4% | -18.4% | +26.8% | +11.0% |
| 1Y | +11.9% | -2.4% | +14.3% | +7.8% |
| 3Y | +81.1% | +19.8% | +61.4% | +51.1% |
| 5Y | +59.5% | -27.8% | +87.3% | +55.2% |
| 10Y | +225.2% | -42.0% | +267.1% | +187.0% |
| All | +225.2% | -41.4% | +266.6% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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