+22.4%
XLP vs ALM
+12.3%
+10.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | 0.0% |
| 7D | +2.3% | -6.3% | +8.7% | +2.2% |
| 30D | +9.1% | -31.4% | +40.5% | +8.4% |
| 3M | +7.9% | -40.6% | +48.4% | +7.0% |
| 6M | +9.6% | -58.6% | +68.2% | +8.7% |
| YTD | +19.4% | -7.6% | +27.0% | +19.9% |
| 1Y | +22.4% | +13.8% | +8.5% | +24.0% |
| All | +22.4% | +12.3% | +10.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling