+139.5%
XLP vs ALNY
+246.1%
-106.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -3.9% | +1.1% |
| 7D | +2.5% | +5.8% | -3.3% | +2.2% |
| 30D | +7.3% | -26.5% | +33.8% | +8.8% |
| 3M | +8.1% | -27.3% | +35.4% | +9.6% |
| 6M | +10.5% | -43.4% | +53.9% | +13.1% |
| YTD | +21.2% | -58.5% | +79.7% | +26.0% |
| 1Y | +22.7% | -63.6% | +86.4% | +28.5% |
| 3Y | +44.8% | 0.0% | +44.8% | +41.8% |
| 5Y | +44.7% | -3.4% | +48.1% | +40.2% |
| All | +139.5% | +246.1% | -106.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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