+8.6%
ALB vs BOXX
+4.1%
+4.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.6% |
| 30D | -9.0% | +0.4% | -9.4% | -10.5% |
| 3M | -21.1% | +1.0% | -22.1% | -24.8% |
| 6M | -49.9% | +2.0% | -51.9% | -54.8% |
| YTD | -32.3% | +3.3% | -35.6% | -54.4% |
| 1Y | +8.6% | +4.1% | +4.5% | -33.2% |
| All | +8.6% | +4.1% | +4.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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