+124.6%
XLP vs AKAM
+23.4%
+101.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.0% | -2.0% |
| 7D | +0.7% | -10.4% | +11.1% | +1.9% |
| 30D | +10.3% | -20.6% | +30.8% | +12.8% |
| 3M | +6.5% | -29.9% | +36.4% | +10.3% |
| 6M | +8.4% | -31.9% | +40.3% | +11.3% |
| YTD | +18.2% | -4.8% | +23.0% | +13.7% |
| 1Y | +22.4% | +13.8% | +8.6% | +13.9% |
| 3Y | +41.9% | -23.4% | +65.3% | +38.5% |
| 5Y | +40.9% | -22.6% | +63.4% | +35.4% |
| All | +124.6% | +23.4% | +101.2% | +95.4% |
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 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