+17.1%
ALAB vs XLP
+22.3%
-5.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.5% | +3.6% |
| 7D | -26.3% | +0.7% | -27.0% | -24.7% |
| 30D | -50.1% | +10.3% | -60.4% | -37.3% |
| 3M | -42.5% | +6.5% | -49.0% | -32.0% |
| 6M | -10.8% | +8.4% | -19.2% | +12.1% |
| YTD | +14.6% | +18.2% | -3.6% | +57.9% |
| 1Y | +17.1% | +22.4% | -5.3% | +56.2% |
| All | +17.1% | +22.3% | -5.1% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling