+33.7%
ALAB vs XLB
+14.8%
+18.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -6.0% | -6.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -13.6% | -1.7% | -11.8% | -12.8% |
| 3M | -16.6% | +4.4% | -20.9% | -20.6% |
| 6M | +142.3% | +5.0% | +137.3% | +129.7% |
| YTD | +73.6% | +15.5% | +58.2% | +54.0% |
| 1Y | +33.7% | +14.9% | +18.7% | +23.4% |
| All | +33.7% | +14.8% | +18.9% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling