+34.1%
XLP vs ALM
+951.0%
-916.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.0% | -2.6% | +1.6% | -1.0% |
| 30D | -0.9% | +32.0% | -32.9% | -1.1% |
| 3M | +3.8% | -15.0% | +18.9% | +4.0% |
| 6M | -1.7% | -10.1% | +8.4% | -1.8% |
| YTD | +10.3% | +99.4% | -89.2% | +9.0% |
| 1Y | +7.8% | +316.4% | -308.6% | +5.5% |
| 3Y | +27.2% | +2,022.0% | -1,994.8% | +20.9% |
| All | +34.1% | +951.0% | -916.9% | +28.1% |
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