+249.6%
ALAB vs XLB
+22.5%
+227.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.9% | +11.8% | +11.8% |
| 7D | -5.6% | -1.4% | -4.2% | -3.7% |
| 30D | -36.6% | +7.1% | -43.7% | -40.8% |
| 3M | -35.1% | +0.6% | -35.7% | -35.5% |
| 6M | +8.5% | +3.5% | +5.1% | +3.6% |
| YTD | +30.4% | +18.2% | +12.1% | +5.5% |
| 1Y | +31.0% | +25.6% | +5.4% | -1.6% |
| All | +249.6% | +22.5% | +227.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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