+673.6%
XLU vs ALNY
+3,976.7%
-3,303.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -6.5% | +4.9% | -1.2% |
| 30D | -3.3% | +11.0% | -14.4% | -4.0% |
| 3M | -3.2% | -14.1% | +10.9% | -2.7% |
| 6M | -7.0% | -22.4% | +15.4% | -6.0% |
| YTD | +0.6% | -37.5% | +38.1% | +3.0% |
| 1Y | +2.4% | -46.9% | +49.4% | +5.8% |
| 3Y | +46.3% | +22.1% | +24.2% | +41.6% |
| 5Y | +44.0% | +31.2% | +12.8% | +36.5% |
| 10Y | +140.1% | +256.3% | -116.3% | +103.0% |
| All | +673.6% | +3,976.7% | -3,303.2% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling