+20.4%
XLV vs AKAM
+38.7%
-18.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.6% | +1.5% | -5.0% | -3.6% |
| 30D | -1.8% | -13.0% | +11.2% | -1.8% |
| 3M | +7.8% | -19.4% | +27.2% | +8.1% |
| 6M | +9.1% | +0.3% | +8.8% | +7.9% |
| YTD | +7.7% | +22.4% | -14.7% | +4.2% |
| 1Y | +20.4% | +34.8% | -14.4% | +16.7% |
| All | +20.4% | +38.7% | -18.3% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling