+106.2%
XLP vs ALNY
+256.2%
-150.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.7% |
| 30D | -2.2% | +18.9% | -21.1% | -3.1% |
| 3M | -0.6% | -13.3% | +12.8% | -0.2% |
| 6M | -2.2% | -20.3% | +18.1% | -1.5% |
| YTD | +8.3% | -35.1% | +43.4% | +10.0% |
| 1Y | +5.7% | -46.5% | +52.2% | +8.4% |
| 3Y | +25.7% | +28.1% | -2.4% | +22.3% |
| 5Y | +31.3% | +36.1% | -4.8% | +26.0% |
| 10Y | +106.2% | +269.7% | -163.5% | +90.7% |
| All | +106.2% | +256.2% | -150.0% | +90.7% |
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