-42.1%
ALB vs BOXX
+18.5%
-60.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.3% |
| 7D | -6.6% | +0.1% | -6.7% | -6.4% |
| 30D | -8.1% | +0.3% | -8.4% | -7.1% |
| 3M | -25.7% | +1.0% | -26.7% | -22.5% |
| 6M | -29.5% | +1.9% | -31.4% | -24.1% |
| YTD | -16.2% | +2.7% | -18.9% | -7.5% |
| 1Y | +59.2% | +4.0% | +55.2% | +88.1% |
| 3Y | -33.7% | +14.7% | -48.4% | +12.8% |
| All | -42.1% | +18.5% | -60.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling