+43.8%
XLU vs ALK
-28.1%
+71.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | +0.6% | -3.0% | +3.6% | +0.9% |
| 30D | -0.4% | -14.6% | +14.2% | +1.0% |
| 3M | -1.7% | -10.6% | +8.8% | -1.0% |
| 6M | -7.1% | -6.7% | -0.4% | -7.2% |
| YTD | +1.9% | -19.8% | +21.7% | +3.1% |
| 1Y | +6.1% | -35.2% | +41.3% | +9.8% |
| 3Y | +48.8% | +1.4% | +47.4% | +41.5% |
| 5Y | +43.8% | -30.7% | +74.5% | +39.5% |
| All | +43.8% | -28.1% | +71.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling