+124.6%
XLP vs ALM
+2,022.9%
-1,898.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | +0.7% | -6.7% | +7.4% | +0.8% |
| 30D | +10.3% | -32.9% | +43.1% | +10.7% |
| 3M | +6.5% | -39.5% | +46.0% | +6.9% |
| 6M | +8.4% | -62.0% | +70.4% | +9.3% |
| YTD | +18.2% | -7.8% | +26.0% | +17.5% |
| 1Y | +22.4% | +26.7% | -4.3% | +21.1% |
| 3Y | +41.9% | +825.4% | -783.5% | +35.3% |
| 5Y | +40.9% | +401.2% | -360.4% | +34.7% |
| All | +124.6% | +2,022.9% | -1,898.3% | +109.5% |
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