+162.4%
XLU vs ALK
-45.9%
+208.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +5.6% | +7.7% | -2.1% | +4.3% |
| 3M | +0.7% | -19.0% | +19.7% | +3.4% |
| 6M | -0.1% | -0.2% | +0.2% | -1.0% |
| YTD | +5.3% | -23.5% | +28.8% | +7.4% |
| 1Y | +2.2% | -9.1% | +11.3% | +1.3% |
| 3Y | +61.6% | +12.0% | +49.6% | +49.5% |
| 5Y | +53.6% | -30.9% | +84.4% | +51.0% |
| All | +162.4% | -45.9% | +208.3% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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