-38.2%
ALB vs BOXX
+18.4%
-56.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.6% | +0.1% | -8.7% | -8.4% |
| 30D | -4.0% | +0.3% | -4.3% | -2.9% |
| 3M | -17.4% | +1.0% | -18.4% | -14.1% |
| 6M | -25.4% | +1.9% | -27.3% | -19.7% |
| YTD | -10.5% | +2.6% | -13.2% | -1.4% |
| 1Y | +75.8% | +4.0% | +71.8% | +107.5% |
| 3Y | -28.5% | +14.6% | -43.1% | +21.6% |
| All | -38.2% | +18.4% | -56.6% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling