+102.9%
XLP vs AKAM
+95.9%
+7.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -1.3% | -4.5% | +3.2% | -0.9% |
| 3M | +1.8% | -25.6% | +27.4% | +5.2% |
| 6M | -0.8% | +5.7% | -6.5% | -3.9% |
| YTD | +9.5% | +21.0% | -11.5% | +3.1% |
| 1Y | +7.2% | +33.9% | -26.7% | -1.1% |
| 3Y | +27.1% | +0.9% | +26.2% | +20.5% |
| 5Y | +32.0% | -6.9% | +38.9% | +25.6% |
| 10Y | +102.9% | +97.4% | +5.5% | +68.6% |
| All | +102.9% | +95.9% | +7.0% | +68.6% |
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