+189.3%
ALAB vs XLP
+28.6%
+160.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.8% | -18.9% | -20.6% |
| 7D | -38.2% | +3.5% | -41.7% | -35.0% |
| 30D | -54.0% | +11.6% | -65.5% | -46.3% |
| 3M | -43.6% | +7.6% | -51.3% | -36.6% |
| 6M | -16.8% | +10.0% | -26.8% | -2.3% |
| YTD | +7.9% | +19.7% | -11.9% | +33.3% |
| 1Y | -1.4% | +23.5% | -24.8% | +24.1% |
| All | +189.3% | +28.6% | +160.8% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling