+136.8%
XLP vs ALM
+2,084.7%
-1,948.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.5% |
| 7D | -0.5% | -7.2% | +6.6% | -0.5% |
| 30D | +8.3% | -26.4% | +34.7% | +8.6% |
| 3M | +8.7% | -38.6% | +47.3% | +9.1% |
| 6M | +11.2% | -61.0% | +72.2% | +12.0% |
| YTD | +20.0% | -7.4% | +27.4% | +19.3% |
| 1Y | +21.3% | +14.0% | +7.4% | +20.2% |
| 3Y | +43.8% | +844.4% | -800.6% | +37.3% |
| 5Y | +43.3% | +410.8% | -367.5% | +37.2% |
| 10Y | +136.8% | +2,084.7% | -1,948.0% | +123.2% |
| All | +136.8% | +2,084.7% | -1,948.0% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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