+124.6%
XLP vs ALK
-41.7%
+166.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +0.7% | +9.0% | -8.3% | -0.3% |
| 30D | +10.3% | -1.6% | +11.9% | +10.3% |
| 3M | +6.5% | -23.2% | +29.7% | +9.6% |
| 6M | +8.4% | -3.9% | +12.3% | +7.9% |
| YTD | +18.2% | -22.6% | +40.8% | +20.0% |
| 1Y | +22.4% | -5.3% | +27.7% | +21.0% |
| 3Y | +41.9% | +18.6% | +23.3% | +31.7% |
| 5Y | +40.9% | -34.4% | +75.3% | +40.0% |
| All | +124.6% | -41.7% | +166.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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