+65.2%
ALAB vs XLY
-0.5%
+65.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +11.4% |
| 7D | +7.2% | -2.0% | +9.2% | +9.9% |
| 30D | -2.5% | -3.1% | +0.6% | +1.1% |
| 3M | -13.3% | -1.8% | -11.5% | -11.3% |
| 6M | +172.8% | -0.9% | +173.7% | +173.6% |
| YTD | +86.6% | -3.4% | +90.0% | +91.7% |
| 1Y | +65.2% | -1.5% | +66.7% | +75.3% |
| All | +65.2% | -0.5% | +65.6% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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