+207.4%
ALAB vs XLP
+26.9%
+180.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.5% | +4.6% |
| 7D | -26.3% | +0.7% | -27.0% | -25.3% |
| 30D | -50.1% | +10.3% | -60.4% | -42.6% |
| 3M | -42.5% | +6.5% | -49.0% | -36.1% |
| 6M | -10.8% | +8.4% | -19.2% | +2.8% |
| YTD | +14.6% | +18.2% | -3.6% | +39.4% |
| 1Y | +17.1% | +22.4% | -5.3% | +45.4% |
| All | +207.4% | +26.9% | +180.5% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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