+400.4%
ALAB vs XLP
+18.4%
+382.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.5% | +8.8% |
| 7D | +7.2% | -1.0% | +8.2% | +6.1% |
| 30D | -2.5% | -0.9% | -1.6% | -3.1% |
| 3M | -13.3% | +3.8% | -17.1% | -8.7% |
| 6M | +172.8% | -1.7% | +174.6% | +176.8% |
| YTD | +86.6% | +10.3% | +76.3% | +103.7% |
| 1Y | +65.2% | +7.8% | +57.4% | +80.0% |
| All | +400.4% | +18.4% | +382.0% | +460.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling