+896.0%
XLI vs AKAM
-4.0%
+900.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | -5.8% | -4.5% | -1.4% | -5.4% |
| 3M | +0.7% | -25.6% | +26.3% | +4.1% |
| 6M | +3.2% | +5.7% | -2.5% | +0.9% |
| YTD | +13.0% | +21.0% | -8.0% | +8.1% |
| 1Y | +16.8% | +33.9% | -17.1% | +10.0% |
| 3Y | +72.4% | +0.9% | +71.5% | +66.6% |
| 5Y | +82.8% | -6.9% | +89.6% | +77.4% |
| 10Y | +252.4% | +97.4% | +155.0% | +206.8% |
| All | +896.0% | -4.0% | +900.0% | +527.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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