+169.4%
XLV vs AKAM
+103.9%
+65.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | +1.5% | -5.0% | -3.8% |
| 30D | -1.8% | -13.0% | +11.2% | +0.3% |
| 3M | +7.8% | -19.4% | +27.2% | +11.1% |
| 6M | +9.1% | +0.3% | +8.8% | +5.7% |
| YTD | +7.7% | +22.4% | -14.7% | -0.9% |
| 1Y | +20.4% | +34.8% | -14.4% | +7.9% |
| 3Y | +30.8% | +1.9% | +28.8% | +21.5% |
| 5Y | +34.6% | -4.6% | +39.2% | +25.4% |
| All | +169.4% | +103.9% | +65.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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