+128.8%
XLP vs AKAM
+23.5%
+105.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.3% |
| 7D | +0.1% | -7.4% | +7.4% | +0.8% |
| 30D | +8.9% | -24.9% | +33.9% | +12.2% |
| 3M | +7.5% | -27.4% | +34.8% | +10.7% |
| 6M | +9.4% | -45.6% | +55.1% | +16.4% |
| YTD | +19.3% | -8.0% | +27.2% | +15.1% |
| 1Y | +21.7% | -4.1% | +25.9% | +16.6% |
| 3Y | +44.0% | -26.9% | +70.8% | +41.4% |
| 5Y | +42.8% | -26.6% | +69.3% | +38.3% |
| 10Y | +128.8% | +20.7% | +108.1% | +100.1% |
| All | +128.8% | +23.5% | +105.2% | +100.1% |
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