+135.7%
XLP vs AKAM
+27.0%
+108.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.3% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | +9.1% | -21.7% | +30.8% | +11.9% |
| 3M | +7.9% | -28.8% | +36.7% | +11.5% |
| 6M | +9.6% | -43.3% | +52.9% | +16.0% |
| YTD | +19.4% | -4.1% | +23.5% | +14.7% |
| 1Y | +22.4% | -3.9% | +26.3% | +17.5% |
| 3Y | +43.2% | -24.4% | +67.6% | +40.2% |
| 5Y | +42.6% | -23.8% | +66.3% | +37.6% |
| All | +135.7% | +27.0% | +108.7% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling