+249.6%
ALAB vs XLP
+28.1%
+221.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.9% | +12.8% | +14.9% |
| 7D | -5.6% | +0.1% | -5.6% | -5.5% |
| 30D | -36.6% | +8.9% | -45.6% | -28.3% |
| 3M | -35.1% | +7.5% | -42.6% | -27.2% |
| 6M | +8.5% | +9.4% | -0.9% | +26.6% |
| YTD | +30.4% | +19.3% | +11.1% | +60.2% |
| 1Y | +31.0% | +21.7% | +9.3% | +63.1% |
| All | +249.6% | +28.1% | +221.6% | +340.9% |
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