+42.7%
XLP vs ALM
+390.7%
-348.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.7% |
| 7D | +3.5% | -14.5% | +18.0% | +3.5% |
| 30D | +11.6% | -39.0% | +50.6% | +11.8% |
| 3M | +7.6% | -40.3% | +47.9% | +7.8% |
| 6M | +10.0% | -60.3% | +70.3% | +10.5% |
| YTD | +19.7% | -9.8% | +29.5% | +18.9% |
| 1Y | +23.5% | +30.8% | -7.3% | +22.0% |
| 3Y | +44.0% | +772.4% | -728.5% | +38.0% |
| 5Y | +42.7% | +390.7% | -348.0% | +37.1% |
| All | +42.7% | +390.7% | -348.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling