+32.8%
XLP vs ALNY
+39.1%
-6.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.4% | +5.7% | -7.1% | -1.7% |
| 30D | -1.3% | +18.7% | -20.0% | -2.2% |
| 3M | +1.8% | -11.0% | +12.8% | +2.1% |
| 6M | -0.8% | -18.9% | +18.1% | -0.2% |
| YTD | +9.5% | -34.6% | +44.1% | +11.2% |
| 1Y | +7.2% | -42.8% | +50.0% | +9.4% |
| 3Y | +27.1% | +29.1% | -2.0% | +23.7% |
| All | +32.8% | +39.1% | -6.3% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling